deprecate HDFS support

[jameslamb]

Contributes to #6436. See that issue for much more discussion.

This proposes deprecating HDFS support, for the reasons described in #6436. I'd like to get this into the next release (#6439) and then fully remove this support in a future release of LightGBM.

Notes for Reviewers

Since this is a proposal to eventually break a part of the public API, I would especially like a review on this (and #6436) from either @guolinke or @shiyu1994 .

How I tested this

I searched for these places like this:

git grep -i hdfs

And tested the deprecation warning like this:

cmake -B build -S . -DUSE_HDFS=ON

Saw it generated correctly.

CMake Deprecation Warning at CMakeLists.txt:289 (message):
  HDFS support in LightGBM is deprecated, and will be removed in a future
  release.  See https://github.com/microsoft/LightGBM/issues/6436.

[jameslamb]

thanks @guolinke !