Add CI for checking markdown format. (#1662) #10061

Job	Run time
Typos Check	5s
markdown_lint	10s
Unit tests on ubuntu-latest	25m 55s
Lints and doc tests on ubuntu-latest	10m 34s
Unit tests on windows-latest	33m 47s
Lints and doc tests on windows-latest	15m 36s
Unit tests on macos-13	17m 32s
Lints and doc tests on macos-13	23m 59s
Unit tests on macos-14	13m 21s
Lints and doc tests on macos-14	7m 35s
Memory leak checks	2m 13s
CI status checks	1s
	2h 30m 48s

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