docs/scripts: Fix sphinx_build_link_check.sh name and comment — script does not run link check

[Shivampal157]

Summary

The script docs/scripts/sphinx_build_link_check.sh is named and commented as if it builds docs and checks links, but it only runs a Sphinx build. The link-check step is missing, so the name and comment are misleading.

Problem

• Script name: sphinx_build_link_check.sh suggests it builds and then checks links.
• Comment in script: "Build locally, and then check links"
• Actual behavior: The script only runs:h
  sphinx-build -E -W source build

[Shivampal157]

Hi @maintainer,
I've opened this issue. Could you please take a look and let me know if it looks correct? If so, I'd like to work on it.