Add .github folder. Add ISSUE_TEMPLATE.md and PULL_REQUEST_TEMPLATE.md.

.github/PULL_REQUEST_TEMPLATE.md

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+# Description
+<!--- Describe your changes in detail -->
+
+## Motivation and Context
+<!--- Why is this change required? What problem does it solve? -->
+
+## Related Issue
+<!--- If suggesting a new feature or change, please discuss it in an issue first -->
+<!--- If fixing a bug, there should be an issue describing it with steps to reproduce -->
+<!--- Please link to the issue here: -->
+PR fixes the following issue: 
+
+## Type of change
+
+- [ ] Bug fix (non-breaking change which fixes an issue);
+- [ ] New feature (non-breaking change which adds functionality);
+- [ ] Breaking change (fix or feature that would cause existing functionality to not work as expected);
+- [ ] This change requires a documentation update;
+
+# Checklist:
+
+- [ ] My code follows the style guidelines of this project;
+- [ ] I have performed a self-review of my code;
+- [ ] I have commented my code, particularly in hard-to-understand areas;
+- [ ] I have made corresponding changes to the documentation;
+- [ ] My changes generate no new warnings;
+- [ ] I have added tests that prove my fix is effective or that my feature works;
+- [ ] New and existing unit tests pass locally with my changes;
+- [ ] Mypy does not return any errors or warnings if runned on the root package;
+- [ ] I have updated the library version and updated the CHANGELOG;