[coll] Add federated coll. (#9738)

- Define a new data type, the proto file is copied for now.
- Merge client and communicator into `FederatedColl`.
- Define CUDA variant.
- Migrate tests for CPU, add tests for CUDA.

tests/cpp/plugin/federated/test_worker.h

@@ -9,7 +9,8 @@
 #include <thread>  // for thread
 
 #include "../../../../plugin/federated/federated_tracker.h"
-#include "xgboost/json.h"  // for Json
+#include "federated_comm.h"  // for FederatedComm
+#include "xgboost/json.h"    // for Json
 
 namespace xgboost::collective {
 template <typename WorkerFn>
@@ -28,7 +29,15 @@ void TestFederated(std::int32_t n_workers, WorkerFn&& fn) {
   std::int32_t port = tracker.Port();
 
   for (std::int32_t i = 0; i < n_workers; ++i) {
-    workers.emplace_back([=] { fn(port, i); });
+    workers.emplace_back([=] {
+      Json config{Object{}};
+      config["federated_world_size"] = n_workers;
+      config["federated_rank"] = i;
+      config["federated_server_address"] = "0.0.0.0:" + std::to_string(port);
+      auto comm = std::make_shared<FederatedComm>(config);
+
+      fn(comm, i);
+    });
   }
 
   for (auto& t : workers) {