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>

src/common/transform.h

@@ -10,9 +10,10 @@
 #include <vector>
 #include <type_traits>  // enable_if
 
-#include "host_device_vector.h"
+#include "xgboost/host_device_vector.h"
+#include "xgboost/span.h"
+
 #include "common.h"
-#include "span.h"
 
 #if defined (__CUDACC__)
 #include "device_helpers.cuh"