[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/test-win64-gpu.ps1

@@ -0,0 +1,37 @@
+$ErrorActionPreference = "Stop"
+
+. tests/buildkite/conftest.ps1
+
+Write-Host "--- Test XGBoost on Windows with CUDA"
+
+New-Item python-package/dist -ItemType Directory -ea 0
+New-Item build -ItemType Directory -ea 0
+buildkite-agent artifact download "python-package/dist/*.whl" . --step build-win64-gpu
+if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+buildkite-agent artifact download "build/testxgboost.exe" . --step build-win64-gpu
+if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+buildkite-agent artifact download "xgboost.exe" . --step build-win64-gpu
+if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+
+nvcc --version
+
+Write-Host "--- Run Google Tests"
+& build/testxgboost.exe
+if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+
+Write-Host "--- Set up Python env"
+conda activate
+$env_name = -join("win64_", (New-Guid).ToString().replace("-", ""))
+mamba env create -n ${env_name} --file=tests/ci_build/conda_env/win64_test.yml
+conda activate ${env_name}
+Get-ChildItem . -Filter python-package/dist/*.whl |
+Foreach-Object {
+  & python -m pip install python-package/dist/$_
+  if ($LASTEXITCODE -ne 0) { throw "Last command failed" }
+}
+
+Write-Host "--- Run Python tests"
+python -X faulthandler -m pytest -v -s -rxXs --fulltrace tests/python
+Write-Host "--- Run Python tests with GPU"
+python -X faulthandler -m pytest -v -s -rxXs --fulltrace -m "(not slow) and (not mgpu)"`
+  tests/python-gpu