CI: Build wheels on every PR

This patch enables the `build_wheel.yml` workflow to run on each pull
request.

Signed-off-by: Patrick M. Niedzielski <pniedzielski@bloomberg.net>

Author: pniedzielski

.github/workflows/build_wheels.yml

@@ -2,6 +2,9 @@ name: Wheels
 
 on:
   push:
+  pull_request:
+    branches:
+      - main
   release:
     types:
       - published