[CI] Build and upload xgboost4j.dll in GitHub Actions

[hcho3]

Following up with #6630 (comment). Currently, we already run our CI on GitHub Actions which builds and tests XGBoost4J for the Windows platform. The byproduct xgboost4j.dll should be uploaded to a S3 bucket, so that later we can include it in the official Maven JAR release.

cc @Craigacp

[Craigacp]

I did check the Windows build over the weekend, and adding the jar is sufficient to make the single node tests pass. I'm not sure if it's worth making xgboost4j-spark check it's platform and intentionally fail if it's Windows, as the tests do not pass there.

[bluelu]

I can also confirm that adding the windows dll to the jar is sufficient. Would be great if the windows dll could be finally integrated by default. Thank you! :)