Rewrite setup.py. (#5271)

The setup.py is rewritten.  This new script uses only Python code and provide customized
implementation of setuptools commands.  This way users can run most of setuptools commands
just like any other Python libraries.

* Remove setup_pip.py
* Remove soft links.
* Define customized commands.
* Remove shell script.
* Remove makefile script.
* Update the doc for building from source.

tests/travis/run_test.sh

@@ -6,12 +6,12 @@ source $HOME/miniconda/bin/activate
 
 if [ ${TASK} == "python_sdist_test" ]; then
     set -e
-    make pippack
 
     conda activate python3
     python --version
     conda install numpy scipy
 
+    make pippack
     python -m pip install xgboost-*.tar.gz -v --user
     python -c 'import xgboost' || exit -1
 fi