Explicitly use UTF-8 codepage when using MSVC (#5197)

* Explicitly use UTF-8 codepage when using MSVC

* Fix build with CUDA enabled

tests/cpp/CMakeLists.txt

@@ -43,8 +43,19 @@ if (USE_CUDA)
     target_include_directories(testxgboost PRIVATE "${NVTX_HEADER_DIR}")
     target_compile_definitions(testxgboost PRIVATE -DXGBOOST_USE_NVTX=1)
   endif (USE_NVTX)
+  if (MSVC)
+    target_compile_options(testxgboost PRIVATE
+      $<$<COMPILE_LANGUAGE:CUDA>:-Xcompiler=/utf-8>
+    )
+  endif (MSVC)
 endif (USE_CUDA)
 
+if (MSVC)
+  target_compile_options(testxgboost PRIVATE
+    $<$<NOT:$<COMPILE_LANGUAGE:CUDA>>:/utf-8>
+  )
+endif (MSVC)
+
 target_include_directories(testxgboost
   PRIVATE
   ${GTEST_INCLUDE_DIRS}