[build] Add CI to the project

[Robin Dousse]

Is your feature request related to a problem? Please describe.
To insure that the project builds on all platforms and at any time, it is now time to implement a continuous integration that perform build operations, and later launch the tests (when implemented).

Describe the solution you'd like
A classic github action implementation will do the trick. Test on PR and add the little label in the readme (it's kinda cool imo)