Add lychee link checker workflow

[InessaPawson]

Closes #702.

Needs a type: label, I don't have permissions to do it.

The workflow is set to fail: false for us to see what the first runs report. Once the existing broken links are fixed, I'd recommend flipping it to fail: true so broken links are treated as errors by CI.

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[InessaPawson]

@agriyakhetarpal I checked the Netlify build log to see why CI fails here when the build works for me locally. The learn Makefile target fails because learn.scientific-python.org migrated from Hugo to MyST (scientific-python/learn.scientific-python.org#315). This will break every deploy preview until learn is dropped from the netlify-preview target. Happy to open a separate PR for that if it would be helpful.

[agriyakhetarpal]

@agriyakhetarpal I checked the Netlify build log to see why CI fails here when the build works for me locally. The learn Makefile target fails because learn.scientific-python.org migrated from Hugo to MyST (scientific-python/learn.scientific-python.org#315). This will break every deploy preview until learn is dropped from the netlify-preview target. Happy to open a separate PR for that if it would be helpful.

Good point, @InessaPawson. I think we should indeed drop the learn site in a separate PR. Thanks for addressing my feedback so quickly!