[FEA] Install `*.pyi` stub files

[madsbk]

As far as I can see, we do not install the type stub files such as column.pyi. At least, building cudf and libcudf don't seem to install them?

./build.sh libcudf cudf 

Currently, I copy the *.pyi files manually to make the IntelliSense in Visual Studio Code work correctly.

cp python/cudf/cudf/_lib/*.pyi <CondaENV>/lib/python3.9/site-packages/cudf/_lib/

Am I missing something?

[shwina]

Likely they need to be included in the package_data?

[madsbk]

Likely they need to be included in the package_data?

Yes, similar to how we handle *.pxd: https://github.com/rapidsai/cudf/blob/branch-22.10/python/cudf/setup.py#L149

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