Add Window testing of latest CCCL

[jakirkham]

Recently nightly testing of CCCL was added to XGBoost CI: #11863

However this testing is of Linux only. As Windows could also run into issues with new CCCL changes, it would be good to test Windows as well

[trivialfis]

Thank you for raising the issue. Is there a more systematic way of doing these tests, maybe with help from rapids. XGBoost's CI is lacking in infrastructure work.

We are relying on outdated containers and ad-hoc scripts for many tests. It would be great if there's a engineered solution for doing these kinds of nightly tests.

For instance, is it possible to have a pixi/conda based source build test that uses latest CCCL. It can handle all the complexity of dependencies.

[jakirkham]

Agree using Pixi or Conda could help standardize across platforms

Edit: There is a GHA workflow to install Conda, which could be used if helpful

Would be interested to also hear from @hcho3 who introduced the nightly job. Maybe he has some good ideas on where simplification could occur

[hcho3]

Right now we use the latest RC version of CCCL, which isn't available on Conda. It would be helpful if we can make RC versions available on Conda.