Move ORT Training pipeline to github actions (microsoft#22543)

Move ORT Training pipeline to github actions and enable CodeQL scan for the code(including inference code).
We will move all pull request pipelines to Github Actions.

.github/codeql/codeql-config.yml

@@ -0,0 +1,7 @@
+name: "CodeQL config"
+queries: 
+  - uses: security-extended
+  - uses: security-and-quality
+paths-ignore:
+  - tests
+  - build

.github/workflows/linux_training.yml

@@ -0,0 +1,55 @@
+name: orttraining-linux-ci-pipeline
+on:
+  push:
+    branches:
+      - main
+      - rel-*
+  pull_request:
+
+concurrency:
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: true
+
+jobs:
+  orttraining-linux-ci-pipeline:
+    runs-on: ubuntu-24.04
+    permissions:
+      actions: read
+      contents: read
+      security-events: write
+    steps:
+      - uses: actions/checkout@v4
+      - run: |
+         python3 -m pip install -r tools/ci_build/github/linux/python/requirements.txt
+      - name: Initialize CodeQL
+        uses: github/codeql-action/init@v3
+        with:
+          config-file: ./.github/codeql/codeql-config.yml
+          languages: 'cpp'
+      - run: |
+         set -e -x
+         rm -rf build
+         python3 tools/ci_build/build.py --build_dir build --config Release --enable_training --skip_submodule_sync --parallel --update --build
+         
+      - name: Perform CodeQL Analysis
+        uses: github/codeql-action/analyze@v3
+        with:
+          category: "/language:cpp"
+          output: sarif-results
+          upload: failure-only
+
+      - name: filter-sarif
+        uses: advanced-security/filter-sarif@v1
+        with:
+          patterns: |
+            +**/*.cc
+            +**/*.h
+            -tests/**/*.*
+            -build/**/*.*
+          input: sarif-results/cpp.sarif
+          output: sarif-results/cpp.sarif
+
+      - name: Upload SARIF
+        uses: github/codeql-action/upload-sarif@v3
+        with:
+          sarif_file: sarif-results/cpp.sarif