Use bundled gtest (#4900)

* Suggest to use gtest bundled with dmlc

* Use dmlc bundled gtest in all CI scripts

* Make clang-tidy to use dmlc embedded gtest

tests/ci_build/build_via_cmake.sh

@@ -1,20 +1,10 @@
 #!/usr/bin/env bash
 set -e
 
-# Build gtest via cmake
-rm -rf gtest
-wget -nc https://github.com/google/googletest/archive/release-1.7.0.zip
-unzip -n release-1.7.0.zip
-mv googletest-release-1.7.0 gtest && cd gtest
-cmake . && make
-mkdir lib && mv libgtest.a lib
-cd ..
-rm -rf release-1.7.0.zip*
-
 rm -rf build
 mkdir build
 cd build
-cmake .. "$@" -DGOOGLE_TEST=ON -DGTEST_ROOT=$PWD/../gtest -DCMAKE_VERBOSE_MAKEFILE=ON
+cmake .. "$@" -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON -DCMAKE_VERBOSE_MAKEFILE=ON
 make clean
 make -j$(nproc)
 cd ..