[docs] update CPU dockerfiles (fixes #5550)

[jameslamb]

Fixes #5550.

The Dockerfiles in docker/ can be used to build container images for running different builds of LightGBM. It's

This PR proposes some changes to the non-GPU Dockerfiles there, to hopefully make them easier to use, especially for people who are new to LightGBM.

• updates from Ubuntu 16.04 (entered only-getting-security-patches mode in 2021) to Ubuntu 20.04
• installs OpenMP in every image
• ensures that you can copy, paste, and run examples with 0 modification
• switches from CMake-based build of the R package to CRAN-style package, since it's less likely to have installation issues
• other misc. minor cleanup (like indentation so flags in docker run are easier to read)

[jmoralez]

Thanks! LGTM. Just some optional removals of the interactive terminal.

[jameslamb]

removals of the interactive terminal

Thanks for that! You're right, for these cases the -it for docker run was unnecessary. Just applied those suggestions, I'll merge this once CI builds.

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