Ci: separate build-wheels from publish

[anilbey]

Description

Separates build-wheels to call it before pull-requests as well as building before publishing.
Changes to C++ codebase sometimes impact wheel building and that is better tested before PR is merged.

Checklist:

• Unit tests are added to cover the changes (skip if not applicable).
• The changes are mentioned in the documentation (skip if not applicable).
• CHANGELOG file is updated (skip if not applicable).

[AurelienJaquier]

you can also change the name at 1st line of the publish.yml file to be consistent

[anilbey]

you can also change the name at 1st line of the publish.yml file to be consistent

Done

[AurelienJaquier]

Looks great!