Make all tutorials multi-language

ref https://github.com/dmlc/xgboost/pull/11410

After the PR above gets merged, we'll have a mechanism to show language tabs throughout the online docs, but it would only be used in 2 out of 25 tutorials. This could be a nice way to make all the current tutorials multi-language, by having a tab for 'R' next to the tab for 'Python' - example:


I think most of the tutorials would be straightforward to write as R code (save for ones that don't apply, like distributed mode), but it's quite a lot of work. Leaving the idea here in case someone wants to work on porting at least some tutorials (CC @mayer79 @jameslamb @dfsnow).

Start by reviewing PR #11410 and the existing online tutorials, especially the two that already use language tabs. Identify which of the 25 tutorials apply to R and port them so each applicable tutorial has an R tab alongside Python; distributed-mode tutorials are noted as an exception.

Written by the indexing model from the issue text.