[CI] Improve JVM test in GitHub Actions (#5930)

* [CI] Improve JVM test in GitHub Actions

* Use env var for Wagon options [skip ci]

* Move the retry flag to pom.xml [skip ci]

* Export env var RABIT_MOCK to run Spark tests [skip ci]

* Correct location of env var

* Re-try up to 5 times [skip ci]

* Don't run distributed training test on Windows

* Fix typo

* Update main.yml

.github/workflows/main.yml

@@ -35,10 +35,19 @@ jobs:
         key: ${{ runner.os }}-m2-${{ hashFiles('./jvm-packages/pom.xml') }}
         restore-keys: ${{ runner.os }}-m2
 
-    - name: Test JVM packages
+    - name: Test XGBoost4J
       run: |
         cd jvm-packages
-        mvn test -pl :xgboost4j_2.12
+        mvn test -B -pl :xgboost4j_2.12
+
+    - name: Test XGBoost4J-Spark
+      run: |
+        rm -rfv build/
+        cd jvm-packages
+        mvn -B test
+      if: matrix.os == 'ubuntu-latest'  # Distributed training doesn't work on Windows
+      env:
+        RABIT_MOCK: ON
 
   lint:
     runs-on: ubuntu-latest