[R] AppVeyor CI for R package (#2954)

* [R] fix finding R.exe with cmake on WIN when it is in PATH

* [R] appveyor config for R package

* [R] wrap the lines to make R check happier

* [R] install only binary dep-packages in appveyor

* [R] for MSVC appveyor, also build a binary for R package and keep as an artifact

cmake/Utils.cmake

@@ -82,5 +82,5 @@ function(setup_rpackage_install_target rlib_target build_dir)
     if(length(deps)>0) install.packages(deps, repo = 'https://cloud.r-project.org/')")
   install(CODE "execute_process(COMMAND \"${LIBR_EXECUTABLE}\" \"-q\" \"-e\" \"${XGB_DEPS_SCRIPT}\")")
   install(CODE "execute_process(COMMAND \"${LIBR_EXECUTABLE}\" CMD INSTALL\
-    \"--no-multiarch\" \"${build_dir}/R-package\")")
+    \"--no-multiarch\" \"--build\" \"${build_dir}/R-package\")")
 endfunction(setup_rpackage_install_target)