Create codeql-analysis.yml

[ryanwinter]

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Here's a little checklist of things that will help it make its way to the repository: Note that you don't have to check all the boxes, we can help you with that. This being said, the more you do, the quicker it'll go through our gated build! -->

Checklist

• [x] I have read the contribution guidelines.
• [x] I added or modified the existing tests to cover the change (we do not allow our test coverage to go down).
• If this is a modification that impacts the behavior of a public API
  • [x] I edited the corresponding document in the devdoc folder and added or modified requirements.

Reference/Link to the issue solved with this PR (if any)

Description of the problem

CodeQL scanning is missing

Description of the solution

Add codeQL scanning