[CI] Fix github action mismatched glibcxx. (#8551)

* [CI] Fix github action mismatched glibcxx.

Split up the Linux test to use the toolchain from conda forge.

tests/ci_build/conda_env/cpp_test.yml

@@ -0,0 +1,11 @@
+# conda environment for CPP test on Linux distributions
+name: cpp_test
+channels:
+- defaults
+- conda-forge
+dependencies:
+- cmake
+- ninja
+- c-compiler
+- cxx-compiler
+- gtest

tests/ci_build/conda_env/sdist_test.yml

@@ -0,0 +1,13 @@
+# conda environment for source distribution test.
+name: sdist_test
+channels:
+- defaults
+- conda-forge
+dependencies:
+- python=3.8
+- pip
+- wheel
+- cmake
+- ninja
+- c-compiler
+- cxx-compiler