Add CHANGELOG.md to document project updates and version history

Author: perrysk-msft

CHANGELOG.md

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+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/), and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [Unreleased]
+
+### Added
+- New feature: Support for macOS and Linux.
+- Documentation: Added API documentation in the Wiki.
+
+### Changed
+- Improved error handling in the connection module.
+
+### Fixed
+- Bug fix: Resolved issue with connection timeout.
+
+## [1.0.0-alpha] - 2025-02-24
+
+### Added
+- Initial release of the mssql-python driver for SQL Server.
+
+### Changed
+- N/A
+
+### Fixed
+- N/A