Make GitHub ci

[hiergaut]

• Make complete CI for linux, windows and macos.
  Full pipeline when pull request on main branch :
  configure -> build -> install -> test -> coverage -> cppcheck -> format -> doc
• Make full licensing of project and external
• Check history (remove confidential/large files)

[nmellado]

Postponed until the project goes public.

[hiergaut]

After rebasing this branch to separate the different contributions made here and prevent future inter-contribution conflicts.
This branch is ready to be split in this unique order to avoid future conflicts :
cppCheck -> fix tests -> external licensing -> header versioning -> doxygen -> format (cmake,src) -> gitlab ci -> github ci
This branch do not be pushed, it will be deleted after complete splitting done

[nmellado]

Post a changes request to prevent merging: the following PR is going to be split (as discussed AFK).
In the meantime, it is kept open for change tracking.

[hiergaut]

@nmellado Can I close this splitted PR into (#7, #20, #17, #15, #21, #26, #27, #42) ?

[nmellado]

Sure, closing.