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.

.github/workflows/check-broken-links.yml

@@ -22,3 +22,7 @@ jobs:
       - name: Check broken links
         run: yarn check-broken-links
         working-directory: ./docs
+      - name: Check broken links for .mdx files
+        uses: gaurav-nelson/github-action-markdown-link-check@v1
+        with:
+          file-extension: '.mdx'