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_with_modin.py

@@ -1,10 +1,10 @@
-# -*- coding: utf-8 -*-
 import numpy as np
-import xgboost as xgb
-import testing as tm
 import pytest
 from test_dmatrix import set_base_margin_info
 
+import xgboost as xgb
+from xgboost import testing as tm
+
 try:
     import modin.pandas as md
 except ImportError: