Add check name attribution

[adamsilverstein]

When we run the report and get errors , it would be helpful to know which check triggered the error (and hence which check to exclude if we want to ignore the error). For example if we get a "Hidden files are not permitted." error, which check do we need to exclude to ignore this error?

I am running the plugin check via the action @swissspidy created, in this PR - Yoast/wordpress-seo#20808 where he suggested I open this issue.

[ernilambar]

In Check Interface, we have now public function get_categories(); for categories. May be we should add similar public function get_name(); so that every Check will have a name and we can show that under Check column in admin panel.
Eg like what Elementor does: