[MAINT] Create CI builds involving building a shared library and an application trying to use it

[ethouris]

The CI builds should contain a definition, which will:

• Create at least the shared version of the library
• Compile an application that will link against this library
• The application should at least perform a basic in-app connection and transmission test (so that the minimum features are in use)

Bonus: Maybe it could be possible to define the baseline version (1.x.0), compile everything there, then test cross-linkage of the old application with new library and vice versa. This test would be run always when there are changes applied to version of the baseline, both when there are changes added to master towards simply 1.x.0 version, as well as when there is a new 1.x.y version with y >=1.