Github Action to check links in documentation (#324)

* add github add to check md link

* Only run under `mkdocs/**`

* ws

* make lint

---------

Co-authored-by: Fokko Driesprong <fokko@apache.org>

Author: kevinjqliu

.github/workflows/check-md-link.yml

@@ -0,0 +1,13 @@
+name: Check Markdown links
+
+on:
+  push:
+    paths:
+      - mkdocs/**
+
+jobs:
+  markdown-link-check:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@master
+    - uses: gaurav-nelson/github-action-markdown-link-check@v1