[Dist] set up end2end test framework for DistDGL

[Rhett-Ying]

🔨Work Item

IMPORTANT:

• This template is only for dev team to track project progress. For feature request or bug report, please use the corresponding issue templates.
• DO NOT create a new work item if the purpose is to fix an existing issue or feature request. We will directly use the issue in the project tracker.

Project tracker: https://github.com/orgs/dmlc/projects/2

Description

In some scenarios, we need to verify PRs on end2end test. such as https://github.com/dmlc/dgl/pull/4704. For now, such end2end test framework is missing.

Depending work items or issues