There are several solutions.
The simplest would probably be to list your links in HTML format, and then run that page through a link checker tool. Here's an open source example.
Another solution is to set up a testing project in Visual Studio (or a similar environment). You can provide source data in CSV format, see this topicsee this topic. It's fairly easy to have Selenium (or Coded UI) open the webpage and check the contents for a 404 message.