Drop XGBoost components/docs

As Dask-XGBoost functionality has moved upstream into XGBoost and Dask-XGBoost is considered deprecated at this point ( https://github.com/dask/dask-xgboost/issues/80 ). Would be good to update things in Dask-ML accordingly. There is [still some code here that relies on Dask-XGBoost]( https://github.com/dask/dask-ml/search?q=xgboost ) and [some docs mentioning Dask-XGBoost]( https://ml.dask.org/xgboost.html ), all of which can be removed.

Search the repository for the linked Dask-XGBoost references, starting with the remaining code and the xgboost.html documentation page. Remove all deprecated Dask-XGBoost components and mentions, then repeat the search to confirm no references remain.

Written by the indexing model from the issue text.