Add URL checker to doctest workflow (main)

[RemDelaporteMathurin]

Added URL checker action to validate links in documentation files.

Description

Summary

Related Issues

Motivation and Context

Type of Change

• 🐛 Bug fix (non-breaking change which fixes an issue)
• ✨ New feature (non-breaking change which adds functionality)
• 💥 Breaking change (fix or feature that would cause existing functionality to not work as expected)
• 🔨 Code refactoring (no functional changes, no API changes)
• 📝 Documentation update
• ✅ Test update (adding missing tests or correcting existing tests)
• 🔧 Build/CI configuration change

Testing

• All existing tests pass locally (pytest)
• I have added new tests that prove my fix is effective or that my feature works

Code Quality Checklist

• My code follows the code style of this project (Ruff formatted: ruff format .)
• My code passes linting checks (ruff check .)
• I have performed a self-review of my own code
• I have commented my code, particularly in hard-to-understand areas

Documentation

• I have updated the documentation accordingly (if applicable)
• I have added docstrings to new functions/classes following the project conventions

Breaking Changes

Screenshots/Examples

Additional Notes

[RemDelaporteMathurin]

I am also downgrading setuptools<82 in the CI in response to pypa/setuptools#5174

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.31%. Comparing base (c986b6c) to head (e05cb20).
⚠️ Report is 14 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1069   +/-   ##
=======================================
  Coverage   99.31%   99.31%           
=======================================
  Files          60       60           
  Lines        2931     2931           
=======================================
  Hits         2911     2911           
  Misses         20       20           

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