Add Java Azure IO Direct Github Action

[Amar3tto]

The following jenkins jobs have been migrated:

https://ci-beam.apache.org/job/beam_PreCommit_Java_Azure_IO_Direct_Commit/
https://ci-beam.apache.org/job/beam_PreCommit_Java_Azure_IO_Direct_Cron/
https://ci-beam.apache.org/job/beam_PreCommit_Java_Azure_IO_Direct_Phrase/

How has it been tested?

The job has been tested on Self-hosted GKE runners ubuntu 20.04.
The following test cases are passed:

• by creating pull requests with changes in trigger paths
• by adding a comment to the PR
• by making a push

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Thank you for your contribution! Follow this checklist to help us incorporate your contribution quickly and easily:

• Mention the appropriate issue in your description (for example: addresses #123), if applicable. This will automatically add a link to the pull request in the issue. If you would like the issue to automatically close on merging the pull request, comment fixes #<ISSUE NUMBER> instead.
• Update CHANGES.md with noteworthy changes.
• If this contribution is large, please file an Apache Individual Contributor License Agreement.

See the Contributor Guide for more tips on how to make review process smoother.

To check the build health, please visit https://github.com/apache/beam/blob/master/.test-infra/BUILD_STATUS.md

GitHub Actions Tests Status (on master branch)

See CI.md for more information about GitHub Actions CI or the workflows README to see a list of phrases to trigger workflows.

[Amar3tto]

Moved to the next PR: #27953.