Move Python testing utilities into xgboost module. (#8379)

- Add typehints.
- Fixes for pylint.

Co-authored-by: Hyunsu Philip Cho <chohyu01@cs.washington.edu>

tests/python/test_dt.py

@@ -1,9 +1,8 @@
-# -*- coding: utf-8 -*-
-import pytest
 import numpy as np
+import pytest
 
-import testing as tm
 import xgboost as xgb
+from xgboost import testing as tm
 
 try:
     import datatable as dt