[dask] Accept user defined tracker address.

[trivialfis]

    output = xgb.dask.train(client,
                            {},
                            dtrain,
                            tracker_ip='127.0.0.1',
                            tracker_port=32809)

[trivialfis]

Finally coming back to this. ;-)

[codecov-commenter]

Codecov Report

Merging #5408 into master will increase coverage by 0.00%.
The diff coverage is 89.47%.

@@           Coverage Diff           @@
##           master    #5408   +/-   ##
=======================================
  Coverage   82.61%   82.62%           
=======================================
  Files          12       12           
  Lines        2727     2739   +12     
=======================================
+ Hits         2253     2263   +10     
- Misses        474      476    +2     

Impacted Files	Coverage Δ
python-package/xgboost/dask.py	83.54% <89.47%> (-0.01%)	⬇️

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[trivialfis]

Do not merge until #5639 is resolved.