[coll] Pass context to various functions. (#9772)

* [coll] Pass context to various functions.

In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.

tests/cpp/plugin/helpers.h

@@ -73,6 +73,7 @@ void RunWithFederatedCommunicator(int32_t world_size, std::string const& server_
   auto run = [&](auto rank) {
     Json config{JsonObject()};
     config["xgboost_communicator"] = String("federated");
+    config["federated_secure"] = false;
     config["federated_server_address"] = String(server_address);
     config["federated_world_size"] = world_size;
     config["federated_rank"] = rank;