[doc] Update C tutorial. [skip ci] (#8436)
[doc] Update C tutorial. [skip ci] (#8436)



- Use rst references instead of doxygen links.
- Replace deprecated functions.

- Add SaveModel; put free step last [skip ci]

Co-authored-by: Hyunsu Cho <903e48286e90a304a3d0c6a4a8c068e5cdc6de90@cs.washington.edu>
dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost