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/rank/wgetdata.sh

@@ -1,7 +1,13 @@
 #!/bin/bash
-wget https://s3-us-west-2.amazonaws.com/xgboost-examples/MQ2008.rar
-unrar x MQ2008.rar
-mv -f MQ2008/Fold1/*.txt .
+if [ -f MQ2008.rar ]
+then
+    echo "Use downloaded data to run experiment."
+else
+    echo "Downloading data."
+    wget https://s3-us-west-2.amazonaws.com/xgboost-examples/MQ2008.rar
+    unrar x MQ2008.rar
+    mv -f MQ2008/Fold1/*.txt .
+fi
 
 python trans_data.py train.txt mq2008.train mq2008.train.group