Fix markdown links in docs and add docfx CI validation #924

Job	Run time
build (windows-latest, Release)	6m 41s
build (windows-latest, Debug)	8m 16s
build (ubuntu-latest, Debug)	6m 57s
build (macos-latest, Debug)	5m 50s
build (macos-latest, Release)	5m 23s
build (ubuntu-latest, Release)	5m 11s
publish-coverage	-1s
	38m 17s

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