[FEATURE] Provider uber jar for cli/dashboard/coordinator/server module

### Code of Conduct

- [X] I agree to follow this project's [Code of Conduct](https://www.apache.org/foundation/policies/conduct)

### Search before asking

- [X] I have searched in the [issues](https://github.com/apache/incubator-uniffle/issues?q=is%3Aissue) and found no similar issues.

### Describe the feature

In some cases, the separate jars are not easy to maintain, uber jar is better to run and test, especially for dashboard module

### Motivation

_No response_

### Describe the solution

_No response_

### Additional context

_No response_

### Are you willing to submit PR?

- [ ] Yes I am willing to submit a PR!

Start by locating the build definitions for the cli, dashboard, coordinator, and server modules and determine how their current separate jars are produced. Check how the modules are run and tested, then define done as having provider uber jars that are easy to run and test, especially for the dashboard module.

Written by the indexing model from the issue text.