Update GitHub Actions workflow to include libsecp256k1 setup and cgo tests

- .github/workflows/go.yml
  - Added a step to install `libsecp256k1` using `ubuntu_install_libsecp256k1.sh`.
  - Updated steps to build and test with cgo enabled.
  - Added a step to explicitly set `CGO_ENABLED=0` in the environment.

.github/workflows/go.yml

@@ -21,7 +21,16 @@ jobs:
         with:
           go-version: '1.24'
 
-    - name: Set env
+      - name: Install libsecp256k1
+        run:  ./scripts/ubuntu_install_libsecp256k1.sh
+
+      - name: Build with cgo
+        run:  go build -v ./...
+
+      - name: Test with cgo
+        run:  go test -v ./...
+
+      - name: Set CGO off
         run:  echo "CGO_ENABLED=0" >> $GITHUB_ENV
 
       - name: Build
@@ -29,3 +38,4 @@ jobs:
 
       - name: Test
         run:  go test -v ./...
+