Lint docs before building

Author: shoumikhin

.github/workflows/doc-build.yml

@@ -14,7 +14,18 @@ on:
     - cron: '0 0 * * *'
 
 jobs:
+  lint-docs:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout repository
+        uses: actions/checkout@v3
+      - name: Check URLs
+        run: bash ./scripts/check_urls.sh
+      - name: Check Links
+        run: bash ./scripts/check_links.sh
+
   build:
+    needs: lint-docs
     uses: pytorch/test-infra/.github/workflows/linux_job_v2.yml@main
     permissions:
       id-token: write