MS-1 Add Change log

Former-commit-id: 681054dc191d1f4cbdebf215c3fd0905aeb53e94

cpp/CHANGELOG.md

+# Changelog
+
+Please mark all change in change log and use the ticket from JIRA.
+
+## [Unreleased]
+
+### Bug
+
+### Improvement
+
+### New Feature
+
+### Task
+
+- MS-1 - Add CHANGELOG.md
\ No newline at end of file