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[FEA] Improve CMake script for finding CUDA components. #4765

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@trivialfis

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@trivialfis

Currently (22.06) the CMake script doesn't verify the installation of various CUDA dependencies like cufft and curand. The error is reported by the compiler for missing header instead of the CMake dependency check. The successful run of CMake should be a promise of a successful build.

We can use the find package in CMake to ensure all dependencies are found before actually building cuml. CMake has defined target for each CUDA component: https://cmake.org/cmake/help/latest/module/FindCUDAToolkit.html#cuda-toolkit-cufft .

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