Lint docs before building (#10310)

Run link checks

Author: shoumikhin

.github/workflows/doc-build.yml

@@ -14,6 +14,20 @@ on:
     - cron: '0 0 * * *'
 
 jobs:
+  check-urls:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v3
+      - name: Check URLs
+        run: bash ./scripts/check_urls.sh
+
+  check-links:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v3
+      - name: Check Links
+        run: bash ./scripts/check_links.sh
+
   build:
     uses: pytorch/test-infra/.github/workflows/linux_job_v2.yml@main
     permissions: