ENH: Add link checker GHA workflow file

[jhlegarreta]

Add link checker GHA workflow file: use the lychee action to check for broken links in Markdown, HTML, reStructuredText, and other files.

Repository: https://github.com/lycheeverse/lychee-action
Documentation: https://lychee.cli.rs/introduction/

PR Checklist

• No API changes were made (or the changes have been approved)
• No major design changes were made (or the changes have been approved)

[jhlegarreta]

Not sure why it complains for the links to the commits in the release notes files.

[dzenanz]

Many failures are due to HTTP code 429: Network error: Too Many Requests. Can we slow down request rate or something similar?

[jhlegarreta]

Looks like the limiting the rate of requests through caching does not work. Not sure if the cache has to be built first to have it working. Have gone through these
https://github.com/lycheeverse/lychee-action?tab=readme-ov-file#utilising-the-cache-feature
https://github.com/lycheeverse/lychee/blob/master/docs/TROUBLESHOOTING.md

but have not found how to modify the arguments to make throttling/request pace limiting work. Have seen other workflows accepting 429, e.g.

--accept 403,429,500,502,999

but I guess that will effectively not check the links at issue.

Also, checks will not work until this issue is solved:
lycheeverse/lychee#1574

I do not know any other tool that does this job for rst files. This one only seems to work for md files:
https://github.com/tcort/markdown-link-check