github action: Add dead link check for .mdx files (#19492)
- **Description:** Add dead link check for .mdx files. I checked the
logs and found that files with .mdx suffix were not checked.
https://github.com/langchain-ai/langchain/actions/runs/8409525467/job/23026924465#logs
- @baskaryan, @efriis, @eyurtsev, @hwchase17.
