Create SECURITY.md

docs/SECURITY.md

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+# Security Policy
+
+## Supported Versions
+
+| Version   | Supported          |
+| ----------| ------------------ |
+| > 2024.07.x | :white_check_mark: |
+| < 1.0.x   | :x:                |
+
+## Reporting a Vulnerability
+
+If you discover a vulnerability in [BlackMarblePy](https://github.com/worldbank/blackmarblepy), we encourage you to [report it](https://github.com/worldbank/blackmarblepy/issues/new/choose) to us as soon as possible. Please include as much detail as possible, including:
+
+- A description of the vulnerability
+- Steps to reproduce the issue
+- Potential impact
+- Any available proof-of-concept or exploit code