Migrate from `Azure-pipeline` to `Github Action`

[FirelightFlagboy]

Part 1: Migration

• [x] #2524
• [x] #2648
• [x] #2654
• [x] #2656
• [x] #2661
• [x] #2662
• [x] #2663

Part 2: Decommission

• [x] #2659
• [x] Decommission Linux Steps in Azure-pipeline in #2739
• [x] Decommission Windows Steps in Azure-pipeline in #2739
• [x] Decommission MacOS Steps in Azure-pipeline in #2739
• [ ] Decommission Linux packaging steps in Azure-pipeline
• [ ] Decommission Windows packaging steps in Azure-pipeline
• [ ] Decommission MacOS packaging steps in Azure-pipeline