[CI] Skip MSVC when building R package (#9995)

* [CI] Skip MSVC when building R package

* [CI] Stop building binary tarball for Windows

* Remove unused script

tests/ci_build/build_r_pkg_with_cuda_win64.sh

@@ -1,36 +0,0 @@
-#!/bin/bash
-set -e
-set -x
-
-if [ "$#" -ne 1 ]
-then
-  echo "Build the R package tarball with CUDA code. Usage: $0 [commit hash]"
-  exit 1
-fi
-
-commit_hash="$1"
-# Clear all positional args
-set --
-
-source activate
-python tests/ci_build/test_r_package.py --task=pack
-mv xgboost/ xgboost_rpack/
-
-mkdir build
-cd build
-cmake .. -G"Visual Studio 17 2022" -A x64 -DUSE_CUDA=ON -DR_LIB=ON -DLIBR_HOME="c:\\Program Files\\R\\R-4.3.2" -DCMAKE_PREFIX_PATH="C:\\rtools43\\x86_64-w64-mingw32.static.posix\\bin"
-cmake --build . --config Release --parallel
-cd ..
-
-# This super wacky hack is found in cmake/RPackageInstall.cmake.in and
-# cmake/RPackageInstallTargetSetup.cmake. This hack lets us bypass the normal build process of R
-# and have R use xgboost.dll that we've already built.
-rm -v xgboost_rpack/configure
-rm -rfv xgboost_rpack/src
-mkdir -p xgboost_rpack/src
-cp -v lib/xgboost.dll xgboost_rpack/src/
-echo 'all:' > xgboost_rpack/src/Makefile
-echo 'all:' > xgboost_rpack/src/Makefile.win
-mv xgboost_rpack/ xgboost/
-/c/Rtools43/usr/bin/tar -cvf xgboost_r_gpu_win64_${commit_hash}.tar xgboost/
-/c/Rtools43/usr/bin/gzip -9c xgboost_r_gpu_win64_${commit_hash}.tar > xgboost_r_gpu_win64_${commit_hash}.tar.gz