Add dependency review workflow

[reuvenperetz]

Pull Request Description:

Add dependency review workflow to check dependent licenses on PRs.

Checklist before requesting a review:

• I set the appropriate labels on the pull request.
• I have added/updated the release note draft (if necessary).
• I have updated the documentation to reflect my changes (if necessary).
• All function and files are well documented.
• All function and classes have type hints.
• There is a licenses in all file.
• The function and variable names are informative.
• I have checked for code duplications.
• I have added new unittest (if necessary).

[ofirgo]

what does that mean?

[reuvenperetz]

It defines the threshold for level of severity (low, moderate, high, critical).
The action will fail on any pull requests that introduce vulnerabilities of the specified severity level or higher.