Add check for broken links in Doxygen generated html docs

[hyoklee]

This PR will report 36 broken links.
CI will fail until they are all fixed.

close #4928

[byrnHDF]

Add link check workflow

[byrnHDF]

I think this would be better served by a dedicated workflow that just needs to configure and build on one platform then having it check on all the systems. After all the links don't change between platforms.

[byrnHDF]

Also nothing in CMake tests finished because the Macs claim to not know about the command.

[byrnHDF]

You could use the first 65 lines of the netcdf.yml file for the configure and build and then add the link check.

[byrnHDF]

Could you add one more thing - put the actual linkcheck into a separate step

      - name: check
        run: |
          mkdir build
          cd build
          cmake -DHDF5_BUILD_DOC:BOOL=ON ..
          make doxygen
          cd hdf5lib_docs/html
          linkchecker --check-extern ./index.html

Change to:

      - name: create
        run: |
          mkdir build
          cd build
          cmake -DHDF5_BUILD_DOC:BOOL=ON ..
          make doxygen

     - name: check
        run: |
          cd build/hdf5lib_docs/html
          linkchecker --check-extern ./index.html

It would be easier to focus on the actual issues rather then scrolling through the build stuff.