CI: Add CodeQL workflow (#6958)

* Create codeql.yml

* remove a few deps

* swap order

* fix query name + add comments

* concurrency group

* update trigger

.github/workflows/desktop-build.yml

@@ -34,7 +34,7 @@ on:
       - 'vcpkg.json'
       - 'vcpkg'    # needed to match submodule bumps (gitlink)
 
-# Cancel earlier, unfinished runs of this workflow on the same branch (unless on release)
+# Cancel earlier, unfinished runs of this workflow on the same branch (unless on tag --> release)
 concurrency:
   group: "${{ github.workflow }} @ ${{ github.ref_name }}"
   cancel-in-progress: ${{ github.ref_type != 'tag' }}