Add lychee github action for links checking (opensearch-project#269)

.github/workflows/links.yml

@@ -0,0 +1,17 @@
+name: Links
+
+on:
+  push:
+  pull_request:
+
+jobs:
+  linkChecker:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Link Checker
+        uses: lycheeverse/lychee-action@v1
+        with:
+          fail: true
+          args: --base . --verbose --no-progress './**/*.yaml' './**/*.yml' './**/*.md' './**/*.json'  './**/*.ts' --exclude-path ./tools/package-lock.json

.lycheeignore

@@ -0,0 +1 @@
+https://localhost:9200*

coverage/README.md

@@ -2,4 +2,4 @@
 
 Builds the OpenAPI spec, and uses the [opensearch-api plugin](https://github.com/dblock/opensearch-api) and [openapi-diff](https://github.com/OpenAPITools/openapi-diff) to show the differences.
 
-API coverage is run on all pull requests via the [coverage workflow](../.github/workflows/coverage.yml).
+API coverage is run on all pull requests via the [coverage workflow](../.github/workflows/coverage-gather.yml).