Partial fixups for federated tests

[crockeea]

When I tried to run federated learning tests following the directions in https://github.com/dmlc/xgboost/blob/master/plugin/federated/README.md, I ran into several problems.

1. The path to the tests is wrong in the README; that's fixed in this PR.
2. All calls to run_federated_server swap the order of the first two arguments. I decided to change the order of the parameters rather than change each call to the function.
3. run_federated_server doesn't supply the key/certificate paths when creating a FederatedTracker.

Note that I still cannot get the tests to work even with these changes; now they fail without a helpful error:

[21:45:11] Insecure federated server listening on 0.0.0.0:9091, world size 2
Traceback (most recent call last):
  File "/home/ubuntu/xgboost/tests/test_distributed/test_federated/test_federated.py", line 84, in <module>
    run_federated(with_ssl=False, with_gpu=False)
  File "/home/ubuntu/xgboost/tests/test_distributed/test_federated/test_federated.py", line 69, in run_federated
    raise Exception("Error starting Federated Learning server")
Exception: Error starting Federated Learning server

[trivialfis]

Apologies for the slow response here. We are still working on it, and things are in flux. Will take a deeper look into these and push some documents after #9987 is done.