Add step to run 'make loco' in CI workflow

Author: tstohn

.github/workflows/tests_cpp.yml

@@ -23,6 +23,9 @@ jobs:
     - name: Run make install
       run: make install
 
+    - name: Run make loco
+      run: make loco
+      
     - name: Run make test_loco
       run: make test_loco