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>

tests/cpp/helpers.cc

@@ -9,6 +9,7 @@
 #include "xgboost/c_api.h"
 
 #include "../../src/data/simple_csr_source.h"
+#include "../../src/gbm/gbtree_model.h"
 
 bool FileExists(const std::string& filename) {
   struct stat st;