Add instructions to install lychee to our development guide

[lwasser]

NOTE: i'll turn this comment into an issue. we will need to add instructions to develop on how to install lychee. as when i ran the link check locally, it didn't work. I forgot it's rust not js.

Originally posted by @lwasser in #929 (comment)

[JimMadge]

Good point. Do we also need to add some docs to point out there is a npm script for link checking?

[lwasser]

Good point. Do we also need to add some docs to point out there is a npm script for link checking?

Oh, yes - I think we should document all the npm scripts available to users. Great call!! Should we update this issue to include that as well? or should they be separate?