LightGBM

[R-package] Add support for R 4.0 (fixes #3064, fixes #3024) (#3065)

* [R-package] replaced gendef.exe with R code to create R.def (fixes #3064)

* fix broken things

* trying to add R4.0 docs

* changed make

* fixing make paths

* update notes on environment variables

* fix linting

* fixes to CI

* fixing build_cmd and other stuff

* fix bad substitution

* fix Azure Linux builds

* I am bad at bash

* simplifying

* only testing R

* getting better logs

* mingw32

* docs

* toolchain

* using msys

* fix visual studio condition

* toolchain test

* full CI

* fix if-elses

* bump allowed NOTEs

* search for Rscript

* updates to docs

* use processx

* fix mismatched arguments

* move CI to GitHub Actions

* minor changes

* fix workflow file

* fix templating

* fix Azure DevOps

* debugging windows builds

* dont shQuote file name

* all GitHub Actions jobs

* Apply suggestions from code review

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* minor cleanup

* remove objdump printing

* make file.remove() invisible

* Apply suggestions from code review

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

* reduce duplicated paths in docs

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>