Enable code scanning for this repository

## Summary

After the approval of our organization for code scanning action, we need to enable it.

This change introduces a new GH action which runs CodeQL against PRs and changes on master.

.github/workflows/codeql-analysis.yml

@@ -0,0 +1,52 @@
+name: "Code scanning - action"
+
+on: 
+  push:
+  pull_request:
+    # The branches below must be a subset of the branches above
+  schedule:
+    - cron: '0 4 * * 1'
+
+jobs:
+  CodeQL-Build:
+
+    runs-on: ubuntu-latest
+
+    steps:
+    - name: Checkout repository
+      uses: actions/checkout@v2
+      with:
+        # We must fetch at least the immediate parents so that if this is
+        # a pull request then we can checkout the head.
+        fetch-depth: 2
+
+    # If this run was triggered by a pull request event, then checkout
+    # the head of the pull request instead of the merge commit.
+    - run: git checkout HEAD^2
+      if: ${{ github.event_name == 'pull_request' }}
+
+    # Initializes the CodeQL tools for scanning.
+    - name: Initialize CodeQL
+      uses: github/codeql-action/init@v1
+      # Override language selection by uncommenting this and choosing your languages
+      # with:
+      #   languages: go, javascript, csharp, python, cpp, java
+
+    # Autobuild attempts to build any compiled languages  (C/C++, C#, or Java).
+    # If this step fails, then you should remove it and run the build manually (see below)
+    - name: Autobuild
+      uses: github/codeql-action/autobuild@v1
+
+    # ℹ️ Command-line programs to run using the OS shell.
+    # 📚 https://git.io/JvXDl
+
+    # ✏️ If the Autobuild fails above, remove it and uncomment the following three lines
+    #    and modify them (or add more) to build your code if your project
+    #    uses a compiled language
+
+    #- run: |
+    #   make bootstrap
+    #   make release
+
+    - name: Perform CodeQL Analysis
+      uses: github/codeql-action/analyze@v1