[Idea] GitHub action for testing urls

There's a lot of links everywhere in the material for this repo. I would hate for broken links to slip through to be found by users.

https://github.com/marketplace/actions/url-checker

This says it's for testing markdown links, but I think? It might work for Rmds too?

Obviously, this wouldn't catch incorrect links: one's that work but aren't going to the right place according to the context, but if its simple enough to implement I think it would be a nice add.

Start by reviewing the repository's material files and the linked Marketplace URL Checker action to determine whether it supports the repo's Rmd links. Define a GitHub Actions workflow that checks the relevant links and verify that it reports broken links without attempting to judge whether a working URL is contextually correct.

Written by the indexing model from the issue text.