Create new github actions

[marci4]

Description

This PR adds some new actions to move away from jenkins.

Motivation and Context

How Has This Been Tested?

CI Only

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist:

• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have added tests to cover my changes.
• All new and existing tests passed.