[python] initialize installation options with boolean values in setup.py

[StrikerRUS]

Contributes to #3867.

Fix the following errors:

python-package/setup.py:247: error: Argument "integrated_opencl" to "copy_files" has incompatible type "int"; expected "bool"
python-package/setup.py:247: error: Argument "use_gpu" to "copy_files" has incompatible type "int"; expected "bool"
python-package/setup.py:248: error: Argument "use_mingw" to "compile_cpp" has incompatible type "int"; expected "bool"
python-package/setup.py:248: error: Argument "use_gpu" to "compile_cpp" has incompatible type "int"; expected "bool"
python-package/setup.py:248: error: Argument "use_cuda" to "compile_cpp" has incompatible type "int"; expected "bool"
python-package/setup.py:248: error: Argument "use_mpi" to "compile_cpp" has incompatible type "int"; expected "bool"
python-package/setup.py:249: error: Argument "use_hdfs" to "compile_cpp" has incompatible type "int"; expected "bool"
python-package/setup.py:252: error: Argument "nomp" to "compile_cpp" has incompatible type "int"; expected "bool"
python-package/setup.py:252: error: Argument "bit32" to "compile_cpp" has incompatible type "int"; expected "bool"
python-package/setup.py:252: error: Argument "integrated_opencl" to "compile_cpp" has incompatible type "int"; expected "bool"

[jameslamb]

looks good! I can see in the lint logs that these warnings have been resolved.

[github-actions]

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