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/yearpredMSD/README.md

@@ -0,0 +1,9 @@
+Demonstrating how to use XGBoost on [Year Prediction task of Million Song Dataset](https://archive.ics.uci.edu/ml/datasets/YearPredictionMSD)
+
+1. Run runexp.sh
+```bash
+./runexp.sh
+```
+
+You can also use the script to prepare LIBSVM format, and run the [Distributed Version](../../multi-node).
+Note that though that normally you only need to use single machine for dataset at this scale, and use distributed version for larger scale dataset.