Added Semgrep CI/CD scan

[voidd7]

As a part of improving our security posture we have decided to add Semgrep scans to public repositories therefore this commit contains the yaml config file for semgrep to start the scans.

[github-actions]

Thanks for opening a pull request!

If this is not a minor PR. Could you open an issue for this pull request on GitHub? https://github.com/apache/arrow/issues/new/choose

Opening GitHub issues ahead of time contributes to the Openness of the Apache Arrow project.

Then could you also rename the pull request title in the following format?

GH-${GITHUB_ISSUE_ID}: [${COMPONENT}] ${SUMMARY}

or

MINOR: [${COMPONENT}] ${SUMMARY}

In the case of PARQUET issues on JIRA the title also supports:

PARQUET-${JIRA_ISSUE_ID}: [${COMPONENT}] ${SUMMARY}

See also:

• Other pull requests
• Contribution Guidelines - How to contribute patches

[s-nawal]

LGTM