Enforce Prefast check in Windows CPU CI pipeline (#13735)
Right now we fix the warnings in an ad-hoc way. We run static analysis
in nightly builds, then create work items for the finding it found. Our
CI build pipelines run the same scan but do not break the build. So,
this PR will fix the remaining findings in the CPU EP(including the
training part) and enforce the check. Later on we can continue to expand
the scope.
We still have some warnings left in the JNI part. I will try to address
them later in the next month.