PDQ Connect: Test Windows Defender Threats scanner

[AndrewPla]

Marked Yes but test for PDQ Connect in the scanner README.

Goal:

• Create or update a Connect-Windows Defender Threats.ps1 script if the scanner can work in PDQ Connect.
• If the scanner is not a fit for Connect, test it, document the limitation, and close the issue with the result.

Reference:

• Scanner README: Windows Defender Threats
• Main compatibility list: README.md