Create SECURITY.md

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Moved and updated contents of https://libwebsockets.org/lws-api-doc-main/html/md_READMEs_README_vulnerability_reporting.html

READMEs/README.vulnerability-reporting.md

-## Vulnerability Reporting
-
-If you become aware of an issue with lws that has a security
-dimension for users, please contact `andy@warmcat.com` by
-direct email.
-
-## Procedure for announcing vulnerability fixes
-
-The problem and fixed versions will be announced on the
-libwebsockets mailing list and a note added to the `main`
-README.md.
-

SECURITY.md

+# Security Policy
+
+If you become aware of an issue with lws that has a security dimension for users, please contact andy@warmcat.com by direct email.
+
+## Procedure for announcing vulnerability fixes
+The problem and fixed versions will be announced by a note added to the main README.md.