Add wheel build to PR

[vyasr]

Description

Add support for building wheels to PRs.

Checklist

• I am familiar with the Contributing Guidelines.
• New or existing tests cover these changes.
• The documentation is up to date with these changes.

[vyasr]

@ajschmidt8 @sevagh I have some questions on what we want to accomplish here. Broadly speaking we'll need to figure out exactly how much we want to/can align the pip and conda workflows.

• What would you like to see here to determine what degree of wheel building we can support in CI?
• Is there more unification of the conda and wheels workflows that you would like to see?
• Some of the logic in the wheels.yaml workflow probably doesn't make sense to include here. I don't think we need the versioneer override and such in pr.yaml. However, we will need them if we add the same jobs into build.yaml for nightlies. Does that all sound right @sevagh?
• I don't think we want to litter k8s with copies of the package from every single PR build. Should we simply add an option to skip the upload so that PR artifacts don't get saved? What about the intermediate artifacts that are uploaded to the S3 buckets?
• What's the best way to handle the build/test split? Currently the wheels workflow in the shared actions repo is monolithic and handles the build matrix and testing (run on different executors selected by labels). Do we need to separate the build and test into separate workflows to match the conda builds? I think it may be necessary to support the build.yaml/test.yaml split used for nightlies.

[codecov-commenter]

Codecov Report

❗ No coverage uploaded for pull request base (branch-23.02@d132e52). Click here to learn what that means.
Patch has no changes to coverable lines.

Additional details and impacted files

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[vyasr]

This PR has been superseded by #1182