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/tree/test_refresh.cc

@@ -1,14 +1,16 @@
 /*!
  * Copyright 2018-2019 by Contributors
  */
-#include "../helpers.h"
-#include "../../../src/common/host_device_vector.h"
+#include <xgboost/host_device_vector.h>
 #include <xgboost/tree_updater.h>
 #include <gtest/gtest.h>
+
 #include <vector>
 #include <string>
 #include <memory>
 
+#include "../helpers.h"
+
 namespace xgboost {
 namespace tree {