doc,tools: annotate broken links in actions workflow

Change format of logged messages when run on GitHub Actions (i.e.
when the `GITHUB_ACTIONS` environment variable is true) so that
broken links are highlighted inline in pull requests.

Signed-off-by: Richard Lau <riclau@uk.ibm.com>

PR-URL: https://github.com/nodejs/node/pull/34810
Refs: https://github.com/nodejs/node/issues/34787


Reviewed-By: Mary Marchini <oss@mmarchini.me>
Reviewed-By: James M Snell <jasnell@gmail.com>
Reviewed-By: Jiawen Geng <technicalcute@gmail.com>
Reviewed-By: Rich Trott <rtrott@gmail.com>