Switch to CMake instead of using Makefile directly

[gaohao95]

Motivations:

• Our Makefile is not robust. For example, @abc99lr has experienced that if CUB_HOME is not supplied, the binary will link to a different MPI library without any warning. Using a Makefile generator like CMake should avoid this type of issues in the future.
• CMake can manage THIRD_PARTY_HOME dependency directly.

[gaohao95]

Close this issue as it has been implemented in https://github.com/rapidsai/distributed-join/pull/54.