Add missing user-defined xgboost-config.cmake.in

misc/xgboost-config.cmake.in

@@ -0,0 +1,28 @@
+@PACKAGE_INIT@
+
+set(USE_OPENMP @USE_OPENMP@)
+set(USE_CUDA @USE_CUDA@)
+set(USE_NCCL @USE_NCCL@)
+set(XGBOOST_BUILD_STATIC_LIB @BUILD_STATIC_LIB@)
+
+include(CMakeFindDependencyMacro)
+
+if (XGBOOST_BUILD_STATIC_LIB)
+  find_dependency(Threads)
+  if(USE_OPENMP)
+    find_dependency(OpenMP)
+  endif()
+  if(OpenMP_CXX_FOUND)
+    target_link_libraries(MyTarget PUBLIC OpenMP::OpenMP_CXX)
+  endif()
+  if(USE_CUDA)
+    find_dependency(CUDA)
+  endif()
+  # nccl should be linked statically if xgboost is built as static library.
+endif (XGBOOST_BUILD_STATIC_LIB)
+
+if(NOT TARGET xgboost::xgboost)
+  include(${CMAKE_CURRENT_LIST_DIR}/XGBoostTargets.cmake)
+endif()
+
+message(STATUS "Found XGBoost (found version \"${xgboost_VERSION}\")")