[ci] [swig] move SWIG jobs to GitHub Actions

[jameslamb]

Contributes to #6949 and #5035

Proposes moving SWIG jobs to GitHub Actions.

Notes for Reviewers

Branch protections will need to be updated

If this PR is accepted and merged, I'll updated the branch protections so this new swig GitHub Actions workflow is required for PRs.

But what about release artifacts?

Here I'm proposing that artifacts be uploaded to the GitHub Actions artifact store.

See e.g. https://github.com/microsoft/LightGBM/actions/runs/17691426641

Once all CI is moved over, we can figure out how to replace the functionality of "automatically upload all artifacts to the release" that we currently have with Azure DevOps. I think we can use the GitHub CLI for that (e.g. gh run download to get artifacts, gh release upload to push artifacts).

[jameslamb]

Moving this up avoids the need to set conda and Python-related environment variables in swig.yml

[StrikerRUS]

Looks great but there are merge conflicts with other Azure-transferred jobs. Could you please resolve them? Also, I've added some comments mostly for the consistency with other recently merged PRs.

[StrikerRUS]

Ah, some new conflicts after #7033 😢

[jameslamb]

Ah yep there will be a few merge conflicts as we go through these. I still think it's worthwhile to do in smaller, easier-to-review patches like this. And the new structure with dedicated workflow files for different types of jobs should hopefully mean fewer merge conflicts if we need to do this type of thing again in the future.

I've resolved conflicts for this PR.

[StrikerRUS]

Excellent! Thanks a lot for preparing such comfortable to review series of PRs!

[StrikerRUS]

Branch protections will need to be updated

Done.