Set up C++ security code analysis

[seanbudd]

Is your feature request related to a problem? Please describe.

We currently only perform Python security static code analysis using CodeQL

Describe the solution you'd like

• Setup Microsoft's code analysis action. This seems to be the standard for Windows C++ builds. https://github.com/marketplace/actions/microsoft-c-code-analysis-action
• try to configure CodeQL for C++

Describe alternatives you've considered

investigate other alternatives

Additional context