CI: Move license compliance to its own file

[eksperimental]

• Move license compliance to its own file.
• Minor touch-ups.
• Update when this action is triggered.

The most critical changes is when the action is launched.

This is the action that takes the longest to complete (longer than 8 minutes). I think we can avoid running this action every time when a PR is submitted and run it only when the files that modify this action are modified, and when it merged to the main branch.

/cc @maennchen

[maennchen]

@eksperimental This action also checks the license headers of any other file a PR author touches. I recommend to run it for each PR.

[josevalim]

👍 for moving it out but we most likely always want to run this, as mentioned by @maennchen.