Add CI step to check links validity

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Name	Status	Preview	Comments	Updated (UTC)
cosmwasm-docs	✅ Ready (Inspect)	Visit Preview	💬 Add feedback	Jul 16, 2024 1:59pm

[aumetra]

I swear, if this tool also doesn't work, I will just hack together another thing in Rust.

[aumetra]

ℹ️ The file "*.mdx" specified in the config does not exist.

Rust time.

[uint]

Oh hell yeah, I was wondering if we can get something like that in CI

[aumetra]

It only works for external links for now. Internal links would need something like running the NextJS page in the background and then running all the relative links against it