**Description** Add CI with Github Actions <!--- A clear and concise description of what the problem is. Ex. I'm always frustrated when [...] (This section helps Arrow developers understand the context and *why* for this feature, in addition to the *what*) --> **Proposal** Let me send a PR for this <!--- Maybe you have considered some ideas or solutions about this feature. --> **Additional context** <!--- Add any other context or screenshots about the feature request here. -->