Add DocFX sanity check to CI

[nadiaciobanu]

Problem
We use Markdown for our documentation. Sometimes, Markdown files may contain broken links (for example due to the link being incorrect or moved).

Solution
Add DocFX sanity check to the CI, similar to open-telemetry/opentelemetry-specification#742.

[kxyr]

Hi! Is this still available? Could I pick this up for a first issue? cc - @alolita

[lalitb]

#578 fixes it.