[CI] Migrate CI pipelines from Jenkins to BuildKite (#8142)

* [CI] Migrate CI pipelines from Jenkins to BuildKite

* Require manual approval

* Less verbose output when pulling Docker

* Remove us-east-2 from metadata.py

* Add documentation

* Add missing underscore

* Add missing punctuation

* More specific instruction

* Better paragraph structure

tests/buildkite/build-win64-gpu.ps1

@@ -0,0 +1,58 @@
+$ErrorActionPreference = "Stop"
+
+. tests/buildkite/conftest.ps1
+
+Write-Host "--- Build libxgboost on Windows with CUDA"
+
+nvcc --version
+if ( $is_release_branch -eq 0 ) {
+  $arch_flag = "-DGPU_COMPUTE_VER=75"
+} else {
+  $arch_flag = ""
+}
+mkdir build
+cd build
+cmake .. -G"Visual Studio 15 2017 Win64" -DUSE_CUDA=ON -DCMAKE_VERBOSE_MAKEFILE=ON `
+  -DGOOGLE_TEST=ON -DUSE_DMLC_GTEST=ON -DCMAKE_UNITY_BUILD=ON ${arch_flag}
+$msbuild = -join @(
+  "C:\\Program Files (x86)\\Microsoft Visual Studio\\2017\\Community\\MSBuild\\15.0"
+  "\\Bin\\MSBuild.exe"
+)
+& $msbuild xgboost.sln /m /p:Configuration=Release /nodeReuse:false
+if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+
+Write-Host "--- Build binary wheel"
+cd ../python-package
+conda activate
+& python setup.py bdist_wheel --universal
+Get-ChildItem . -Filter dist/*.whl |
+Foreach-Object {
+  & python ../tests/ci_build/rename_whl.py $_.FullName $Env:BUILDKITE_COMMIT win_amd64
+  if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+}
+
+Write-Host "--- Insert vcomp140.dll (OpenMP runtime) into the wheel"
+cd dist
+Copy-Item -Path ../../tests/ci_build/insert_vcomp140.py -Destination .
+& python insert_vcomp140.py *.whl
+if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+
+Write-Host "--- Upload Python wheel"
+cd ../..
+Get-ChildItem . -Filter python-package/dist/*.whl |
+Foreach-Object {
+  & buildkite-agent artifact upload python-package/dist/$_
+  if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+}
+if ( $is_release_branch -eq 1 ) {
+  Get-ChildItem . -Filter python-package/dist/*.whl |
+  Foreach-Object {
+    & aws s3 cp python-package/dist/$_ s3://xgboost-nightly-builds/$Env:BUILDKITE_BRANCH/ `
+    --acl public-read --no-progress
+    if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+  }
+}
+
+Write-Host "--- Stash C++ test executables"
+& buildkite-agent artifact upload build/testxgboost.exe
+& buildkite-agent artifact upload xgboost.exe