Setting up workflow on GitHub Actions to check code coverage

[alexdesiqueira]

Description

Starting to migrate our CodeCov checks from Travis to GitHub Actions.

Checklist

• Docstrings for all functions
• Gallery example in ./doc/examples (new features only)
• Benchmark in ./benchmarks, if your changes aren't covered by an
  existing benchmark
• Unit tests
• Clean style in the spirit of PEP8

For reviewers

• Check that the PR title is short, concise, and will make sense 1 year
  later.
• Check that new functions are imported in corresponding __init__.py.
• Check that new features, API changes, and deprecations are mentioned in
  doc/release/release_dev.rst.

[alexdesiqueira]

I'm going to need some help on this one, everyone. Please let me know what do we need to make this equivalent to what we had before 🙂