Update install doc for Conda (#11483)

doc/install.rst

@@ -104,25 +104,20 @@ Conda should be able to detect the existence of a GPU on your machine and instal
 
 .. code-block:: bash
 
-   # CPU only
-   conda install -c conda-forge py-xgboost-cpu
-   # Use NVIDIA GPU
-   conda install -c conda-forge py-xgboost-gpu
+   # CPU variant
+   conda install -c conda-forge py-xgboost=*=cpu*
+   # GPU variant
+   conda install -c conda-forge py-xgboost=*=cuda*
 
 To force the installation of the GPU variant on a machine that does not have an NVIDIA GPU, use environment variable ``CONDA_OVERRIDE_CUDA``,
 as described in `"Managing Virtual Packages" in the conda docs <https://conda.io/projects/conda/en/latest/user-guide/tasks/manage-virtual.html>`_.
 
 .. code-block:: bash
 
-  export CONDA_OVERRIDE_CUDA="12.5"
-  conda install -c conda-forge py-xgboost-gpu
+  export CONDA_OVERRIDE_CUDA="12.8"
+  conda install -c conda-forge py-xgboost=*=cuda*
 
-Visit the `Miniconda website <https://docs.conda.io/en/latest/miniconda.html>`_ to obtain Conda.
-
-.. note:: ``py-xgboost-gpu`` not available on Windows.
-
-   The ``py-xgboost-gpu`` is currently not available on Windows. If you are using Windows,
-   please use ``pip`` to install XGBoost with GPU support.
+You can install Conda from the following link: `Download the conda-forge Installer <https://conda-forge.org/download/>`_.
 
 R
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