[Feature][CI] Add Dead Link Checker

[wuchunfu]

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Description

Add Dead Link Checker

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[zhongjiajie]

@wuchunfu does it related to #10004?

[wuchunfu]

@wuchunfu does it related to #10004?

@zhongjiajie It's related, but #10004 doesn't seem to check out all the dead links

[zhongjiajie]

Is there any other dead link we miss? @wuchunfu

[wuchunfu]

Is there any other dead link we miss? @wuchunfu

@zhongjiajie You can take a look at this PR #10000