Add a github action for licensing compliance checker

To prevent using libraries in our projects that are not compatible with our project licenses. For instance using a library with a more restrictive license in our library with a more permissive license. The likelihood of legal action for many of those libraries might not be that great, but multiplied by many libraries and time might be costly, at least in the developer time to migrate to a compatible alternative

https://github.com/marketplace/actions/dependencies-license-compliance-checker