[docs][R-package] update docs on C++ interface (#4257)
[docs][R-package] update docs on C++ interface (#4257)

* [R-package] update docs on C++ interface

* Update R-package/src/lightgbm_R.h

Co-authored-by: Nikita Titov <31eaea17affb14e78210388fc0bace3c2fd52ddc@mail.ru>

* Update R-package/src/lightgbm_R.h

Co-authored-by: Nikita Titov <31eaea17affb14e78210388fc0bace3c2fd52ddc@mail.ru>

* add missing start_iteration doc

Co-authored-by: Nikita Titov <31eaea17affb14e78210388fc0bace3c2fd52ddc@mail.ru>
microsoft/LightGBM,microsoft/LightGBM,henry0312/LightGBM,henry0312/LightGBM,microsoft/LightGBM,microsoft/LightGBM,henry0312/LightGBM,henry0312/LightGBM,henry0312/LightGBM,microsoft/LightGBM