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.

tests/cpp/plugin/test_example_objective.cc

@@ -0,0 +1,15 @@
+#include <gtest/gtest.h>
+#include <xgboost/objective.h>
+#include <string>
+#include "../helpers.h"
+
+namespace xgboost {
+
+TEST(Plugin, ExampleObjective) {
+  xgboost::GenericParameter tparam = CreateEmptyGenericParam(0, 0);
+  auto * obj = xgboost::ObjFunction::Create("mylogistic", &tparam);
+  ASSERT_EQ(obj->DefaultEvalMetric(), std::string{"error"});
+  delete obj;
+}
+
+}  // namespace xgboost