[CI] Update CI compiler versions
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## 🔨Work Item
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Project tracker: https://github.com/orgs/dmlc/projects/2
## Description
We should update to the latest GCC 11 version (11.5 last I checked) and windows CI to VS2022 (latest 2022 version 17.10.5) for the CXX20 support. If we upgrade to even later GCC version, that would be even better.
@Rhett-Ying
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