Add Valgrind build and test to CI pipeline

[erik0686]

Summary

This PR adds the necessary steps to run Valgrind on PR's made to this repo.
Worth mentioning that unlike upstream ICU, where valgrind is run on batches of PR's, we will run it for every PR made here :)

PR Checklist

• I have verified that my change is specific to this fork and cannot be made upstream.
• I am making a maintenance related change.
• I am making a change that is related to usage internal to Microsoft.
• I am making a change that is related to the Windows OS build of ICU.
• CLA signed. If not, please see here to sign the CLA.

Detailed Description

[jefgen]

LGTM, thanks for doing this! :)

[jefgen]

Note: Please use a squash merge if you merge this PR.