Add dependency install step

Author: ericstj

.github/workflows/copilot-setup-steps.yml

@@ -17,6 +17,8 @@ jobs:
     steps:
       - uses: actions/checkout@v4.2.2
 
+      - name: Install dependencies
+        run: ./eng/common/native/install-dependencies.sh
       - name: Restore solution
         run: ./build.sh --restore --excludecibinarylog --warnaserror false /p:BuildAllConfigurations=true /p:DotNetBuildAllRuntimePacks=true
       - name: Put dotnet on the path