Group CLI demo into subdirectory. (#6258)

CLI is not most developed interface. Putting them into correct directory can help new users to avoid it as most of the use cases are from a language binding.

demo/CLI/distributed-training/README.md

@@ -0,0 +1,27 @@
+Distributed XGBoost Training
+============================
+This is an tutorial of Distributed XGBoost Training.
+Currently xgboost supports distributed training via CLI program with the configuration file.
+There is also plan push distributed python and other language bindings, please open an issue
+if you are interested in contributing.
+
+Build XGBoost with Distributed Filesystem Support
+-------------------------------------------------
+To use distributed xgboost, you only need to turn the options on to build
+with distributed filesystems(HDFS or S3) in cmake.
+
+```
+cmake <path/to/xgboost> -DUSE_HDFS=ON -DUSE_S3=ON -DUSE_AZURE=ON
+```
+
+
+Step by Step Tutorial on AWS
+----------------------------
+Checkout [this tutorial](https://xgboost.readthedocs.org/en/latest/tutorials/aws_yarn.html) for running distributed xgboost.
+
+
+Model Analysis
+--------------
+XGBoost is exchangeable across all bindings and platforms.
+This means you can use python or R to analyze the learnt model and do prediction.
+For example, you can use the [plot_model.ipynb](plot_model.ipynb) to visualize the learnt model.