Move the build-mylib test into the regular test suite (and get rid of the separate build-mylib CI job)

[DilumAluthge]

TODO:

1. Go through and fix any TODOs.
2. Uncomment all the commented-out lines in test/runtests.jl

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 80.17%. Comparing base (530b392) to head (8308cf8).

❗ There is a different number of reports uploaded between BASE (530b392) and HEAD (8308cf8). Click for more details.

HEAD has 11 uploads less than BASE

Flag	BASE (530b392)	HEAD (8308cf8)
	16	5

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #991      +/-   ##
==========================================
- Coverage   87.73%   80.17%   -7.56%     
==========================================
  Files           3        3              
  Lines         799      787      -12     
==========================================
- Hits          701      631      -70     
- Misses         98      156      +58     

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