[Doc] add link checking for docs (backport #33090)

[mergify]

This is an automatic backport of pull request #33090 done by Mergify.
Cherry-pick of efbce76 has failed:

On branch mergify/bp/branch-2.1/pr-33090
Your branch is up to date with 'origin/branch-2.1'.

You are currently cherry-picking commit efbce76cc4.
  (fix conflicts and run "git cherry-pick --continue")
  (use "git cherry-pick --skip" to skip this patch)
  (use "git cherry-pick --abort" to cancel the cherry-pick operation)

Changes to be committed:
	new file:   docs/lychee.toml

Unmerged paths:
  (use "git add/rm <file>..." as appropriate to mark resolution)
	deleted by us:   .github/workflows/ci-doc-checker.yml

To fix up this pull request, you can check it out locally. See documentation: https://docs.github.com/en/github/collaborating-with-pull-requests/reviewing-changes-in-pull-requests/checking-out-pull-requests-locally

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[mergify]

@mergify[bot]: Backport conflict, please reslove the conflict and resubmit the pr