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/cpp/common/test_enum_class_param.cc

@@ -31,7 +31,7 @@ TEST(EnumClassParam, Basic) {
     {"foo", "frog"}, {"bar", "10"}
   };
   // try initializing
-  param.Init(kwargs);
+  param.Init(kwargs); // NOLINT(clang-analyzer-core.UndefinedBinaryOperatorResult)
   ASSERT_EQ(param.foo, Foo::kFrog);
   ASSERT_EQ(param.bar, 10);