Add a link checker to the CI tests

[CAM-Gerlach]

Issue Description

Currently, several links for our current docs are broken, and nearly half are perma-redirected. It should be fairly simple to add a link checker, namely sphinx's built in make linkcheck, to catch these issues as they happen. I plan to do it as soon as we can close #13 . It should be quick to do once that happens, but can easily be bumped from the critical path for the IPR if needed since part of that previous PR involves running it locally and fixing the problems detected.

[ccordoba12]

+1 from me.