Test federated plugin using GitHub action. (#10336)

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

plugin/federated/README.md

@@ -1,33 +1,16 @@
 XGBoost Plugin for Federated Learning
 =====================================
 
-This folder contains the plugin for federated learning. Follow these steps to build and test it.
+This folder contains the plugin for federated learning.
 
-Install gRPC
-------------
-Refer to the [installation guide from the gRPC website](https://grpc.io/docs/languages/cpp/quickstart/).
+See [build instruction](../../doc/build.rst) for how to build the plugin.
 
-Build the Plugin
-----------------
-```shell
-# Under xgboost source tree.
-mkdir build
-cd build
-cmake .. -GNinja \
- -DPLUGIN_FEDERATED=ON \
- -DUSE_CUDA=ON\
- -DUSE_NCCL=ON
-ninja
-cd ../python-package
-pip install -e .
-```
-If CMake fails to locate gRPC, you may need to pass `-DCMAKE_PREFIX_PATH=<grpc path>` to CMake.
 
 Test Federated XGBoost
 ----------------------
 ```shell
 # Under xgboost source tree.
-cd tests/distributed
+cd tests/distributed/test_federated
 # This tests both CPU training (`hist`) and GPU training (`gpu_hist`).
 ./runtests-federated.sh
 ```