Cleanup code for distributed training. (#9805)

* Cleanup code for distributed training.

- Merge `GetNcclResult` into nccl stub.
- Split up utilities from the main dask module.
- Let Channel return `Result` to accommodate nccl channel.
- Remove old `use_label_encoder` parameter.

src/c_api/c_api.cu

@@ -1,5 +1,5 @@
 /**
- * Copyright 2019-2023 by XGBoost Contributors
+ * Copyright 2019-2023, XGBoost Contributors
  */
 #include <thrust/transform.h>  // for transform
 
@@ -15,6 +15,9 @@
 #include "xgboost/data.h"
 #include "xgboost/json.h"
 #include "xgboost/learner.h"
+#if defined(XGBOOST_USE_NCCL)
+#include <nccl.h>
+#endif
 
 namespace xgboost {
 void XGBBuildInfoDevice(Json *p_info) {