Check if link is a valid url in mdx inline link: if so, open in a new tab, if not, same tab.

packages/website/ts/components/docs/mdx/inline_link.tsx

@@ -1,4 +1,5 @@
 import * as React from 'react';
+import * as validUrl from 'valid-url';
 
 import { Link } from 'ts/components/documentation/shared/link';
 import { docs } from 'ts/style/docs';
@@ -10,9 +11,16 @@ interface IInlineLinkProps {
 
 export const InlineLink: React.FC<IInlineLinkProps> = ({ children, href }) => {
     const to = href.replace(/^#/, ''); // Remove initial hash from internal links so that react-scroll can find the target
+    const shouldOpenInNewTab = validUrl.isWebUri(href) ? true : false;
 
     return (
-        <Link containerId="" offset={-docs.headerOffset} shouldOpenInNewTab={true} to={to} textDecoration="underline">
+        <Link
+            containerId=""
+            offset={-docs.headerOffset}
+            shouldOpenInNewTab={shouldOpenInNewTab}
+            to={to}
+            textDecoration="underline"
+        >
             {children}
         </Link>
     );