Refactor of Docker, updated workflow

[Gauvino]

Description

Most of the change are minim, like added codeql ci to test linting and security issue, update the action version, run test on ubuntu macsos and windows also.
Removed some warning in workflow also.
Cleanup dockerfile for a more lite weight image, test the image and build-it without problem, i removed some un-necessary package. Overall better syntax and removed some warning during building.

How Has This Been Tested?

Build the Dockerfile and run it.

Issue for the failed test: #1114

Checklist:

• My code follows the style guidelines of this project
• I have performed a self-review of my code
• I have commented my code, particularly in hard-to-understand areas
• My changes generate no new warnings

[github-advanced-security]

This pull request sets up GitHub code scanning for this repository. Once the scans have completed and the checks have passed, the analysis results for this pull request branch will appear on this overview. Once you merge this pull request, the 'Security' tab will show more code scanning analysis results (for example, for the default branch). Depending on your configuration and choice of analysis tool, future pull requests will be annotated with code scanning analysis results. For more information about GitHub code scanning, check out the documentation.