Github workflow improvements

[antoniovazquezblanco]

• Fix identation
• Upload Windows artifacts
• Add github actions dependabot
• Build on all branch pushes and PRs

[github-advanced-security[bot]]

You have successfully added a new CodeQL configuration /language:cpp. As part of the setup process, we have scanned this repository and found no existing alerts. In the future, you will see all code scanning alerts on the repository Security tab.

[BatchDrake]

LGTM, and thanks for the dependabot! And also the CodeQL!