Download the software from this website, http://home.snafu.de/tilman/xenulink.html#Download
Once downloaded, extract and install. Open the Xenu’s Link Sleuth and go to File > Check URL.
Enter the URL of your website. You can maintain other settings to include/exclude or list out any “do not check” URLs as per screenshot below. Furthermore, you can click on More options to define the parallel threads, report outputs and so on. You can also get the report of the broken link checks via email by filling up the entry from the e-mail button.
Press OK to start the checking. The process may take times as it is depending on how many URLs you had in the website. You can see the updates at the screen bottoms and the Xenu itself also will list out all the broken links on the screen.
The checking is now finished. You can click on Yes to proceed to report creation. Click Cancel if you received the Remote Orphan Check: FTP Parameters.
The report will automatically open via web browser. You can analyze and check your website links based on the report.