Add link-checking to docs build

[sanscontext]

What's wrong? Describe the what you're seeing

Right now we have no idea when we've typoed a URL, or when we link to a page that's moved, etc.

We should add some programmatic link checking at build time, or at least some warnings.

Suggestions for a fix

Here's one option: https://github.com/endymion/link-checker
Docker also had something, not sure if it still lives in that repo: https://github.com/docker/docker.github.io/tree/master/tests/src/validator