update xgboost docs

[thomasht86]

I confirm that this contribution is made under the terms of the license found in the root directory of this repository's source tree and that I have the authority necessary to make this contribution on behalf of its copyright owner.

Update docs to reflect changes from vespa-engine/vespa#35508.

• Mark UBJSON as primary export format for use with vespa.
• Explicit warnings for pitfalls.
• More examples.
• Section on categorical features.

Please review @arnej27959