Add status check of code coverage for pull requests

[tlfeng]

Is your feature request related to a problem? Please describe.
A part of issue: #850
Depends on issue: #1320
A mechanism should be imported to ensure the code coverage of the repository keeps an acceptable level, and even keep improving.

Describe the solution you'd like
Add the Codecov status check in Pull Requests to indicate the percentage of code coverage of the repository after the code changes. We could even set preventing the PR being merged if the code coverage requirement isn't met.
It has been in the plan for OpenSearch/Dashboards plugins to add PR checks for code coverage, and we can expend it to OpenSearch.

Steps to add the status check:
Please refer to the guide in opensearch-plugins repo, and the Codecov docs

Describe alternatives you've considered
Examine code coverage report periodically instead of in every Pull Requests, and send notification if the code coverage difference beyond a threshold before and after a commit.

Additional context
None.