[release/6.0] Enable CastGuard in Windows native builds - #7896

## Summary

Partial backport of #7760 to `release/6.0`: add only
`eng/install-dependencies.sh`, unchanged from the original PR and
preserving its executable bit.

## Why this is needed

Copilot code review uses the setup configuration from `main`, which
invokes `sudo ./eng/install-dependencies.sh`, while checking out the
PR's code. The wrapper is missing from `release/6.0`, so review setup
for #7896 failed before dependency installation:

```text
sudo: './eng/install-dependencies.sh': command not found
```

See the [failure
comment](#7896 (comment))
and [workflow
run](https://github.com/dotnet/machinelearning/actions/runs/43004781956).

Adding the wrapper supplies the entry point expected by that setup
configuration. It delegates to the existing Arcade dependency installer
and adds OpenMP installation.

## Why only this part is backported

The missing wrapper is sufficient to explain and fix this specific setup
failure. Its required helper scripts already exist on `release/6.0`; no
Arcade update is needed.

The release branch's own setup workflow already installs the Arcade
dependencies and `libomp-dev` directly, so changing it is unnecessary
for this fix. The remaining documentation, test cleanup, and CI
call-site changes from #7760 are unrelated to the missing entry point
and would expand the servicing change without helping resolve this
failure.

## Validation

- Verified that the script contents exactly match #7760 and that its Git
mode is `100755`.
- Confirmed both required helper scripts exist.

> [!NOTE]
> This PR description and backport were prepared with GitHub Copilot.

Co-authored-by: Copilot <[email protected]>
Copilot-Session: c994e9a3-e808-41bd-92b6-f7f1d8791b8b