[Feature] Custom PR template for this repo

[alessandrofelder]

Is your feature request related to a problem? Please describe.
We should be reminded to link-check locally as a consequence of #194.

Describe the solution you'd like
A custom PR template for this repo.
We could also remove the question "Does this update require a change to the documentation" and anything else that does not fit well with this repo in the process.

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
Add any other context or screenshots about the feature request here.