* [coll] Pass context to various functions.
In the future, the `Context` object would be required for collective operations, this PR
passes the context object to some required functions to prepare for swapping out the
implementation.
- Define a new data type, the proto file is copied for now.
- Merge client and communicator into `FederatedColl`.
- Define CUDA variant.
- Migrate tests for CPU, add tests for CUDA.