Added CodeQL

[jbjordan]

Added CodeQL steps

Description

This checklist is used to make sure that common guidelines for a pull request are followed.

• I have read the contribution guidelines.
• Title of the pull request is clear and informative.
• There are a small number of commits, each of which have an informative message. This means that previously merged commits do not appear in the history of the PR.
• The pull request does not introduce breaking changes (unless a major version change occurs in the assembly and module).
• If applicable, the public code is properly documented.
• Pull request includes test coverage for the included changes.
• The code builds without any errors.