[ci] [docs] update some docs and CI dependencies #8072

Job	Run time
r-package (ubuntu-latest, gcc, R 3.6, cmake)	8m 19s
r-package (ubuntu-latest, gcc, R 4.3, cmake)	9m 27s
r-package (ubuntu-latest, clang, R 3.6, cmake)	9m 9s
r-package (ubuntu-latest, clang, R 4.3, cmake)	9m 10s
r-package (debian, R-devel, clang-16)	16m 43s
r-sanitizers (ubuntu-latest, R-devel, gcc ASAN/UBSAN)	14m 59s
r-package (debian, R-devel, clang-17)	16m 27s
r-package (macOS-latest, gcc, R 4.3, cmake)	13m 9s
r-sanitizers (ubuntu-latest, R-devel, clang ASAN/UBSAN)	4m 41s
r-package (macOS-latest, clang, R 4.3, cmake)	14m 13s
r-package (windows-latest, MINGW, R 3.6, cmake)	30m 54s
r-package (windows-latest, MINGW, R 4.3, cmake)	29m 42s
r-package (windows-2019, MSVC, R 3.6, cmake)	21m 47s
r-package (windows-2022, MSVC, R 4.3, cmake)	32m 38s
r-package (windows-latest, MINGW, R 3.6, cran)	33m 16s
r-package (windows-latest, MINGW, R 4.3, cran)	27m 54s
r-package (ubuntu-latest, gcc, R 4.3, cran)	15m 59s
r-package (macOS-latest, clang, R 4.3, cran)	21m 48s
r-rchk (ubuntu-latest, gcc, R 4.3, cran)	9m 49s
all-r-package-jobs-successful	5s
	5h 40m 9s

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