[doc] Reference the R doc in sphinx document site. #11691

Job	Run time
Build libxgboost4j.so with CUDA	6m 37s
Build libxgboost4j.dylib for MacOS (Apple Silicon)	2m 5s
Build libxgboost4j.so targeting glibc 2.17 (arch aarch64, runner linux-arm64-cpu)	1m 42s
Build and test JVM packages (Linux, Scala 2.12)	10m 19s
Build libxgboost4j.dylib for MacOS (Intel)	5m 19s
Build libxgboost4j.so targeting glibc 2.17 (arch x86_64, runner linux-amd64-cpu)	1m 56s
Build and test JVM packages (windows-latest)	10m 11s
Build and test JVM packages (Linux, Scala 2.13)	5m 17s
Build and test JVM packages (macos-13)	11m 16s
Build docs for JVM packages	4m 49s
Test JVM packages with CUDA (Scala 2.12)	6m 31s
Test JVM packages with CUDA (Scala 2.13)	6m 26s
Deploy JVM packages to S3 (cpu)	7s
Deploy JVM packages to S3 (cpu)	7s
Deploy JVM packages to S3 (gpu)	6s
Deploy JVM packages to S3 (gpu)	8s
	1h 12m 56s

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