Make clearer what happens if links:check fails & quote code name

Author: ArBridgeman

doc/changes/changes_1.6.0.md

@@ -8,9 +8,9 @@ This version of the PTB adds nox tasks to check links present in our documentati
     links:list - List all the links within the documentation
     links:check - Checks whether all links in the documentation are accessible
 
-`links:check` is run in the CI `checks.yml`. If this step fails in the CI,
-please check the output & manually resolve the issues. There might be some cases
-where you need to update your doc/conf.py with specific values for the allowed
+`links:check` is run in the CI `checks.yml`. If this step fails in the CI, it will cause
+the build to break. Please check the output & manually resolve the issues. There might
+be some cases where you need to update your `doc/conf.py` with specific values for the allowed
 options for the [Linkcheck Builder](https://www.sphinx-doc.org/en/master/usage/configuration.html#options-for-the-linkcheck-builder).
 
 We recommend the following values be added: