Cleanup the callback module. (#8702)

- Cleanup pylint markers.
- run formatter.
- Update examples of using callback.

tests/ci_build/lint_python.py

@@ -134,6 +134,7 @@ def main(args: argparse.Namespace) -> None:
                 # core
                 "python-package/xgboost/__init__.py",
                 "python-package/xgboost/_typing.py",
+                "python-package/xgboost/callback.py",
                 "python-package/xgboost/compat.py",
                 "python-package/xgboost/config.py",
                 "python-package/xgboost/dask.py",