Add CI on Linux

[Joannis]

Proposed changes

Set up CI to check things build on Linux

Checklist

Put an x in the boxes that apply.

• I have read the CONTRIBUTING document
• I have run pre-commit run --all-files to format my code / installed pre-commit prior to committing changes
• I have added tests that prove my fix is effective or that my feature works
• I have updated the necessary documentation (if needed)