Define _CRT_SECURE_NO_WARNINGS to remove unneeded warnings in MSVC (#5434)

src/CMakeLists.txt

@@ -67,6 +67,8 @@ endif (WIN32 AND MINGW)
 if (MSVC)
   target_compile_options(objxgboost PRIVATE
     $<$<NOT:$<COMPILE_LANGUAGE:CUDA>>:/utf-8>
+    -D_CRT_SECURE_NO_WARNINGS
+    -D_CRT_SECURE_NO_DEPRECATE
   )
 endif (MSVC)