[python][R][docs][ci] better compatibility with Visual Studio 2019

[StrikerRUS]

This PR is related to #1956.

VS 2019 has been released recently and the latest CMake 3.14.1 supports it. Therefore we can reorder generators (and Platform Toolsets) to try to build LightGBM with VS 2019 firstly.

Due to that CMake dropped the possibility to specify architecture inside generator name (Win64), we can set it via -A option, which was presented in CMake since 3.1 and we require >=3.8 for Windows (it's shorter and better than setting CMAKE_GENERATOR_PLATFORM directly and allows to handle all generators in the same way).

I'm doubt about only one thing: whether we need to specify -T host= option or not. Its default behavior differs in VS 2019 compared to all other versions:
2019:

By default this generator uses the 64-bit variant on x64 hosts and the 32-bit variant otherwise.

2017:

By default this generator uses the 32-bit variant even on a 64-bit host.

This option controls the following:

-- Check for working CXX compiler: C:/Program Files (x86)/Microsoft Visual Studio/2017/Enterprise/VC/Tools/MSVC/14.16.27023/bin/Hostx86/x64/cl.exe -- works
                                                                                                                               |------|
                                                                                                                                  ^
                                                                                                                                  |
                                                                                                                                  v
                                                                                                                               |------|
-- Check for working CXX compiler: C:/Program Files (x86)/Microsoft Visual Studio/2017/Enterprise/VC/Tools/MSVC/14.16.27023/bin/Hostx64/x64/cl.exe -- works

Refer to https://gitlab.kitware.com/cmake/cmake/issues/17451#note_341418

Remaining things:

• add a link to MSVC Redistributable 2019 here; it's still unavailable from MS support site Done!;
• add a bullet for matching Boost binaries with VS 2019 here; latest 1.70.0b1 doesn't contain 14.2 version. UPD: ... But 1.70 does: https://sourceforge.net/projects/boost/files/boost-binaries/1.70.0/.

[jameslamb]

I'm sure the other maintainers know more about CMake than me, but did my best to read the diff and the provided links, and all makes sense to me! Thank you.

[StrikerRUS]

Here is a couple of links and quotes for anyone who sees -T host= option for the first time, just like me:

• https://gitlab.kitware.com/cmake/cmake/issues/15622,

• If I open VS2015 x64 Native Tools Command Prompt then where cl.exe produces C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\bin\amd64\cl.exe.
• If I open VS2015 x86 x64 Cross Tools Command Prompt then where cl.exe produces C:\Program Files (x86)\Microsoft Visual Studio 14.0\VC\bin\x86_amd64\cl.exe.

• https://gitlab.kitware.com/cmake/cmake/merge_requests/155

Milestone
3.8.0

means that we may safely use this option.

• https://docs.microsoft.com/en-us/cpp/build/how-to-enable-a-64-bit-visual-cpp-toolset-on-the-command-line?view=vs-2019

The 32-bit and 64-bit tools generate identical code, but the 64-bit tools support more memory for precompiled header symbols and the Whole Program Optimization (/GL and /LTCG) options.

[henry0312]

I don't know much about Windows.

[StrikerRUS]

@Laurae2 Link to MSVC Redistributable 2019 has been added.

[Laurae2]

Seems OK on Windows with VS 2019 here.

[StrikerRUS]

@guolinke @Laurae2 Thank you for review!

What're your opinions about -T host=? Do we need to suggest this flag for users or/and use it at CI tests?

[guolinke]

@StrikerRUS
It was the hostx86/x64/cl.exe before this PR:

It seems there are no differences in the generated codes, from this https://docs.microsoft.com/en-us/cpp/build/how-to-enable-a-64-bit-visual-cpp-toolset-on-the-command-line?view=vs-2019.
So I think the hostx86 is enough for now.

[StrikerRUS]

@guolinke Yeah, you're absolutely right! It's all about compiler performance (speed, ability to compile huge projects, etc.). The code itself should be identical.

I agree, let's leave 32bit compilers for now.

[StrikerRUS]

OK, I think it's ready to merge.