[doc] prefer 'cmake -B' and 'cmake --build' everywhere (#10717)

doc/tutorials/c_api_tutorial.rst

@@ -26,14 +26,12 @@ Run the following commands on your terminal. The below commands will install the
     # clone the XGBoost repository & its submodules
     git clone --recursive https://github.com/dmlc/xgboost
     cd xgboost
-    mkdir build
-    cd build
     # Activate the Conda environment, into which we'll install XGBoost
     conda activate [env_name]
     # Build the compiled version of XGBoost inside the build folder
-    cmake .. -DCMAKE_INSTALL_PREFIX=$CONDA_PREFIX
+    cmake -B build -S . -DCMAKE_INSTALL_PREFIX=$CONDA_PREFIX
     # install XGBoost in your conda environment (usually under [your home directory]/miniconda3)
-    make install
+    cmake --build build --target install
 
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 Configure CMakeList.txt file of your application to link with XGBoost
@@ -55,14 +53,12 @@ To ensure that CMake can locate the XGBoost library, supply ``-DCMAKE_PREFIX_PAT
 
 .. code-block:: bash
 
-  # Navigate to the build directory for your application
-  cd build
   # Activate the Conda environment where we previously installed XGBoost
   conda activate [env_name]
   # Invoke CMake with CMAKE_PREFIX_PATH
-  cmake .. -DCMAKE_PREFIX_PATH=$CONDA_PREFIX
+  cmake -B build -S . -DCMAKE_PREFIX_PATH=$CONDA_PREFIX
   # Build your application
-  make
+  cmake --build build
 
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