Introducing Pull Request Annotation for CodeQL and Dependency Scanning in GitHub Advanced Security for Azure DevOps - Azure DevOps Blog
Briefly

"PR Annotation brings security insights directly into your development workflow, allowing developers to receive immediate feedback on vulnerabilities highlighted in their pull requests."
"By embedding these checks within the pull request process, the development workflow is streamlined, integrating security seamlessly into the CI/CD pipeline and preventing it from being an afterthought."
Read at Azure DevOps Blog
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