Remove plugin, cuda related code in automake & autoconf files (#4789)

* Build plugin example with CMake.

* Remove plugin, cuda related code in automake & autoconf files.

* Fix typo in GPU doc.

plugin/example/README.md

@@ -1,21 +1,19 @@
 XGBoost Plugin Example
 ======================
-This folder provides an example of xgboost plugin.
+This folder provides an example of implementing xgboost plugin.
 
 There are three steps you need to do to add a plugin to xgboost
 - Create your source .cc file, implement a new extension
   - In this example [custom_obj.cc](custom_obj.cc)
 - Register this extension to xgboost via a registration macro
-  - In this example ```XGBOOST_REGISTER_OBJECTIVE``` in [this line](custom_obj.cc#L75)
-- Create a [plugin.mk](plugin.mk) on this folder
-
-To add this plugin, add the following line to ```config.mk```(template in make/config.mk).
-```makefile
-# Add plugin by include the plugin in config
-XGB_PLUGINS += plugin/plugin_a/plugin.mk
+  - In this example ```XGBOOST_REGISTER_OBJECTIVE``` in [this line](custom_obj.cc#L78)
+- Add a line to `xgboost/plugin/CMakeLists.txt`:
+```
+set(PLUGINS_SOURCES ${PLUGINS_SOURCES}
+    ${xgboost_SOURCE_DIR}/plugin/example/custom_obj.cc PARENT_SCOPE)
 ```
 
 Then you can test this plugin by using ```objective=mylogistic``` parameter.
 
-
-
+<!--  LocalWords:  XGBoost
+ -->

plugin/example/plugin.mk

@@ -1,4 +0,0 @@
-# Add the object files you like to include in this plugin.
-PLUGIN_OBJS += build_plugin/example/custom_obj.o
-# Add additional dependent libraries this plugin might have
-PLUGIN_LDFLAGS +=