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/learner.cc

@@ -19,11 +19,12 @@
 #include <ios>
 #include <utility>
 #include <vector>
-#include "./common/common.h"
-#include "./common/host_device_vector.h"
-#include "./common/io.h"
-#include "./common/random.h"
-#include "./common/timer.h"
+
+#include "xgboost/host_device_vector.h"
+#include "common/common.h"
+#include "common/io.h"
+#include "common/random.h"
+#include "common/timer.h"
 
 namespace {