Add CI for checking markdown format. #10053

Job	Run time
markdown_lint	10s
Typos Check	7s
Unit tests on ubuntu-latest	24m 42s
Lints and doc tests on ubuntu-latest	10m 30s
Unit tests on windows-latest	33m 56s
Lints and doc tests on windows-latest	15m 51s
Unit tests on macos-13	16m 35s
Lints and doc tests on macos-13	12m 14s
Unit tests on macos-14	13m 42s
Lints and doc tests on macos-14	9m 30s
Memory leak checks	2m 10s
CI status checks	1s
	2h 19m 28s

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