Integrating actions-connect-ovpn GitHub Action into project

[emvaldes]

This PR is intended to integrate the remote/external JosiahSiegel/action-connect-ovpn GitHub Action into this project.

There are no exploitable issues to address in this PR.

Test Steps:

1. *Although We need to identify reference migration issues we do not anticipate any and it's an in-place reference to local action.

Changes

• Adding the workflows/check_vpn.yml as its default workflow
• Replacing remote GitHub Actions references for local references

Checklist

Testing

• This functionality cannot be tested locally so we are skipping this step but we are memorializing it.
• Submitting this PR to determine how viable this approach is with minimum changes to the imported GitHub Action.

Process

• Validate that there are there no licensing issues or new dependencies introduced.
• Reviewing any documentation and/or release notes (none is required)
• DevSecOps team is reviewing all configurations associated with this integration effort

Specific Security-related subjects a reviewer should pay specific attention to

• Does this PR introduce new endpoints? No.
• Does this PR include changes in authentication and/or authorization of existing endpoints? No
• Does this change introduce new dependencies that need vetting? No
• Does this change require changes to our infrastructure? No
• Does logging contain sensitive data? No
• Does this PR include or remove any sensitive information itself? No

If you answered 'yes' to any of the questions above, conduct a detailed Review that addresses at least:

• What are the potential security threats and mitigations? No
• Have you ensured logging does not contain sensitive data? No
• Have you received any additional approvals needed for this change? No

[devopsmatt]

LGTM

[devopsmatt]

@emvaldes id suggest that we leave it unmerged until Friday.