Add third-party tools to CI

Spun-off from #3980.

With the move to Github Actions, we lost some of the manual installation of third-party tools we had on Travis. We should restore some of these, in order to have better test coverage - many tests are now skipped because the tools are not installed.

Maybe the simplest would be to have a single version of Python run the 'full' test suite, or run this particular full suite only on-demand (maybe with a comment trigger), to avoid increasing our test suite run time. Also, we should/could cache the tools to avoid constant downloads/installations, and use conda/package managers wherever we can.

Opening the issue here to start a discussion and track progress. Add tools to the list below with the tool name and (one) module where it is used:

# Third-Party Tools
- [ ] PSEA (Bio/PDB/PSEA.py)