Create SECURITY.md

[tarzzii]

What does this PR do?

Fixes # (issue)

Before submitting

• This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
• Did you read the contributor guideline,
  Pull Request section?
• Was this discussed/approved via a Github issue or the forum? Please add a link
  to it if that's the case.
• Did you make sure to update the documentation with your changes? Here are the
  documentation guidelines, and
  here are tips on formatting docstrings.
• Did you write any new necessary tests?

Who can review?

Anyone in the community is free to review the PR once the tests have passed. Feel free to tag
members/contributors who may be interested in your PR.

[amyeroberts]

Hi @tarzzii, thanks for opening this PR.

Could you fill out the PR description please?

The third box was checked - but I can't see any link to the relevant discussion. Could you add that too please?
The final box was checked, but I do not see any tests

[github-actions]

This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the contributing guidelines are likely to be ignored.