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_pandas.py

@@ -1,11 +1,13 @@
 import os
 import tempfile
+
 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 pandas as pd
 except ImportError: