Support shared library in system path.

[trivialfis]

Another attempt on #6292 . Differences:

• sysconfig.get_config_var('LIBDIR') in Patch libpath.py to be compatible with FreeBSD #6292 is not used here as I think sys.prefix + 'lib' should be sufficient although I haven't tested it on freebsd. sys.prefix can be altered by virtualenv while sysconfig is invariant.
• setup.py is changed to omit building or copying libxgboost.so when the user option --use-system-libxgboost is specified. So the Python package will not contain a redundant shared object. Combined with the ordering of candidate paths in find_lib, correct libxgboost.so should be loaded.

Closes #6291
Closes #5705

[codecov-io]

Codecov Report

Merging #6362 (a4d9dc2) into master (519cee1) will increase coverage by 0.06%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master    #6362      +/-   ##
==========================================
+ Coverage   81.31%   81.37%   +0.06%     
==========================================
  Files          12       12              
  Lines        3425     3437      +12     
==========================================
+ Hits         2785     2797      +12     
  Misses        640      640              

Impacted Files	Coverage Δ
python-package/xgboost/libpath.py	55.55% <ø> (ø)
python-package/xgboost/training.py	96.52% <0.00%> (+0.03%)	⬆️
python-package/xgboost/callback.py	93.15% <0.00%> (+0.17%)	⬆️

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[hcho3]

Approving for now. On a closer look, sysconfig.get_config_var('LIBDIR') should be equivalent to os.path.join(sys.prefix, 'lib').