* Prepare for improving Windows networking compatibility.
* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.
* Now it's built as part of libxgboost.
* Set correct C API error in RABIT initialization and finalization.
* Remove redundant message.
* Guard the tracker print C API.