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[DOC] Mention dask blog post in doc. [skip ci] (#5789)

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@ -7,7 +7,10 @@ easy management of distributed workers and excels handling large distributed dat
workflows. The implementation in XGBoost originates from `dask-xgboost
<https://github.com/dask/dask-xgboost>`_ with some extended functionalities and a
different interface. Right now it is still under construction and may change (with proper
warnings) in the future.
warnings) in the future. The tutorial here focus on basic usage of dask with CPU tree
algorithm. For an overview of GPU based training and internal working, see `A New,
Official Dask API for XGBoost
<https://medium.com/rapids-ai/a-new-official-dask-api-for-xgboost-e8b10f3d1eb7>`_.
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