Add SECURITY.md for OSSF Scorecard compliance #519

Job	Run time
experimental: ubuntu-20.04 Release shared=ON	3m 1s
Format	2m 34s
Windows Release shared=OFF	3m 32s
macos-latest Release shared=ON	5m 46s
Windows Debug shared=OFF	6m 44s
macos-latest Release shared=OFF	6m 36s
ubuntu-22.04 Release shared=ON	2m 38s
ubuntu-22.04 Release shared=OFF	2m 36s
ubuntu-22.04 Debug shared=ON	1m 32s
ubuntu-22.04 Debug shared=OFF	1m 31s
	36m 30s

Provide feedback