CI improvement by catching invalid links

[ahpaleus]

As this repo heavily depends on links, it would be beneficial to use a GitHub action to catch invalid ones, which shows this issue:

• Exercises echidna invalid urls #200

One potential solution:

• https://github.com/marketplace/actions/markdown-link-check

@elopez let me know what you think.

[elopez]

sounds good @ahpaleus 👍