Import annotations command as diagnostics

**Is your feature request related to a problem? Please describe.**
GitHub Actions have a known format to report error/warning/info messages. It is rendered on the web preview. However, they are not supported in the action. https://docs.github.com/en/actions/using-workflows/workflow-commands-for-github-actions

**Describe the solution you'd like**
Import the annotations as vscode Diagnostics instance so that the user can easily click on each and navigate to the issue.