Add Dependency review workflow (#643)

Create dependency_review.yml

.github/workflows/dependency_review.yml

@@ -0,0 +1,16 @@
+name: 'Dependency Review'
+on: [pull_request]
+
+permissions:
+  contents: read
+
+jobs:
+  dependency-review:
+    runs-on: ubuntu-latest
+    steps:
+      - name: 'Checkout Repository'
+        uses: actions/checkout@d632683dd7b4114ad314bca15554477dd762a938 #v4.2.0
+      - name: 'Dependency Review'
+        uses: actions/dependency-review-action@4081bf99e2866ebe428fc0477b69eb4fcda7220a #v4.4.0
+        with:
+          fail-on-severity: high