Compile and test C++ package

Add a Dependabot config to keep GitHub action versions updated #1885

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Run time

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Job	Run time
build-linux (3.10, 7.0.100)	44m 48s
build-macos-11 (3.10, 7.0.100)	44m 17s
build-windows (3.10, 7.0.100)	42m 51s
	2h 11m 56s