Add CodeQL Analysis workflow (microsoft#10195)

* Add CodeQL Analysis workflow

* Fix path

.github/workflows/codeql.yml

@@ -0,0 +1,46 @@
+name: "Code Scanning - Action"
+
+on:
+  push:
+  schedule:
+    - cron: '0 0 * * 0'
+
+jobs:
+  CodeQL-Build:
+
+    strategy:
+      fail-fast: false
+
+
+    # CodeQL runs on ubuntu-latest, windows-latest, and macos-latest
+    runs-on: ubuntu-latest
+
+    steps:
+    - name: Checkout repository
+      uses: actions/checkout@v2
+
+    # Initializes the CodeQL tools for scanning.
+    - name: Initialize CodeQL
+      uses: github/codeql-action/init@v1
+      # Override language selection by uncommenting this and choosing your languages
+      # with:
+      #   languages: go, javascript, csharp, python, cpp, java
+
+    # Autobuild attempts to build any compiled languages  (C/C++, C#, or Java).
+    # If this step fails, then you should remove it and run the build manually (see below).
+    - name: Autobuild
+      uses: github/codeql-action/autobuild@v1
+
+    # ℹ️ Command-line programs to run using the OS shell.
+    # 📚 https://git.io/JvXDl
+
+    # ✏️ If the Autobuild fails above, remove it and uncomment the following three lines
+    #    and modify them (or add more) to build your code if your project
+    #    uses a compiled language
+
+    #- run: |
+    #   make bootstrap
+    #   make release
+
+    - name: Perform CodeQL Analysis
+      uses: github/codeql-action/analyze@v1