Implement at least minimal *automatic* CI

[cebtenzzre]

Currently, the only CI that runs automatically on PRs, even those submitted by people with write access to this repo, is a spell check.

We should at least have a check to make sure that code submitted to this repo compiles on one of macOS, Windows, or Linux. Better, all of them. Even better, we could test basic functionality of the backend and python bindings automatically.

[manyoso]

I would like this implemented with github actions I think and could be the first in an effort to move all of our CI to github actions.