[CI] Fix hanging Python setup in Windows CI (#7186)

Jenkinsfile-win64

@@ -127,7 +127,7 @@ def TestWin64() {
     bat "build\\testxgboost.exe"
     echo "Installing Python dependencies..."
     def env_name = 'win64_' + UUID.randomUUID().toString().replaceAll('-', '')
-    bat "conda env create -n ${env_name} --file=tests/ci_build/conda_env/win64_test.yml"
+    bat "conda activate && mamba env create -n ${env_name} --file=tests/ci_build/conda_env/win64_test.yml"
     echo "Installing Python wheel..."
     bat """
     conda activate ${env_name} && for /R %%i in (python-package\\dist\\*.whl) DO python -m pip install "%%i"

tests/ci_build/conda_env/win64_cpu_test.yml

@@ -2,7 +2,7 @@ name: win64_env
 channels:
 - conda-forge
 dependencies:
-- python
+- python=3.8
 - wheel
 - numpy
 - scipy
@@ -16,6 +16,5 @@ dependencies:
 - jsonschema
 - hypothesis
 - jsonschema
+- python-graphviz
 - pip
-- pip:
-  - graphviz

tests/ci_build/conda_env/win64_test.yml

@@ -2,7 +2,7 @@ name: win64_env
 channels:
 - conda-forge
 dependencies:
-- python=3.7
+- python=3.8
 - numpy
 - scipy
 - matplotlib
@@ -12,8 +12,7 @@ dependencies:
 - boto3
 - hypothesis
 - jsonschema
+- cupy
+- python-graphviz
+- modin-ray
 - pip
-- pip:
-  - cupy-cuda101
-  - modin[all]
-  - graphviz