docs: add security policy file

SECURITY.md

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+# Security Policy
+
+## Supported Versions
+
+We currently provide security updates for `Ubuntu on WSL` for the following
+Ubuntu LTS releases:
+
+* Ubuntu 24.04
+* Ubuntu 22.04
+* Ubuntu 20.04
+
+Please ensure that you are using a supported version to receive updates and
+patches.
+
+If you are unsure of the version, please run the following command in a
+WSL terminal running your Ubuntu distro:
+
+```
+lsb_release -a
+```
+
+## Reporting a Vulnerability
+
+If you discover a security vulnerability within this repository, we encourage
+responsible disclosure. Please report any security issues to help us keep
+`Ubuntu on WSL` secure for everyone.
+
+### Private Vulnerability Reporting
+
+The most straightforward way to report a security vulnerability is via
+[GitHub](https://github.com/ubuntu/WSL/security/advisories/new). For detailed
+instructions, please review the
+[Privately reporting a security vulnerability](https://docs.github.com/en/code-security/security-advisories/guidance-on-reporting-and-writing-information-about-vulnerabilities/privately-reporting-a-security-vulnerability)
+documentation. This method enables you to communicate vulnerabilities directly
+and confidentially with the `Ubuntu on WSL` maintainers.
+
+The project's admins will be notified of the issue and will work with you to
+determine whether the issue qualifies as a security issue and, if so, in which
+component. We will then handle finding a fix, getting a CVE assigned and
+coordinating the release of the fix to the various Linux distributions.
+
+The [Ubuntu Security disclosure and embargo policy](https://ubuntu.com/security/disclosure-policy)
+contains more information about what you can expect when you contact us, and what we expect from you.
+
+#### Steps to Report a Vulnerability on GitHub
+
+1. Go to the [Security Advisories Page](https://github.com/ubuntu/WSL/security/advisories) of the `Ubuntu WSL` repository.
+2. Click "Report a Vulnerability."
+3. Provide detailed information about the vulnerability, including steps to reproduce, affected versions, and potential impact.
+
+## Security Resources
+
+- [Canonical's Security Site](https://ubuntu.com/security)
+- [Ubuntu Security disclosure and embargo policy](https://ubuntu.com/security/disclosure-policy)
+- [Ubuntu Security Notices](https://ubuntu.com/security/notices)
+- [Ubuntu on WSL documentation](https://documentation.ubuntu.com/wsl/en/latest/)
+- [Ubuntu Pro for WSL documentation](https://canonical-ubuntu-pro-for-wsl.readthedocs-hosted.com/en/latest/)
+
+If you have any questions regarding security vulnerabilities, please reach out
+to the maintainers via the aforementioned channels.