Export c++ headers in CMake installation. (#4897)

* Move get transpose into cc.

* Clean up headers in host device vector, remove thrust dependency.

* Move span and host device vector into public.

* Install c++ headers.

* Short notes for c and c++.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

doc/index.rst

@@ -27,5 +27,7 @@ Contents
   JVM package <jvm/index>
   Ruby package <https://github.com/ankane/xgb>
   Julia package <julia>
+  C Package <c>
+  C++ Interface <c++>
   CLI interface <cli>
   contrib/index