Netlify Build Event Handlers offer a way to seamlessly integrate with the Netlify site building process and enhance its capabilities. By creating a Private Integration, developers can perform post-build checks for broken links, generate content such as sitemaps, RSS feeds, search indexes, and more. The integration uses the Netlify SDK and leverages packages like linkinator to scan a site's build folder for any broken links. If any are found, the deploy is cancelled. A Private Integration can be created by deploying an integration code to Netlify, which involves navigating through the Netlify UI, setting up the integration, and committing changes to the repository. Once deployed, the integration can be enabled on specific sites within a team, allowing developers to test its functionality and use it across multiple sites.