[ci][R-package] Fix failures with R 3.6 and CMake (fixes #3469) (#3541)

* [R-package] Fix failures with R 3.6 and CMake

* min version

CMakeLists.txt

+OPTION(USE_MPI "Enable MPI-based parallel learning" OFF)
+OPTION(USE_OPENMP "Enable OpenMP" ON)
+OPTION(USE_GPU "Enable GPU-accelerated training" OFF)
+OPTION(USE_SWIG "Enable SWIG to generate Java API" OFF)
+OPTION(USE_HDFS "Enable HDFS support (EXPERIMENTAL)" OFF)
+OPTION(USE_TIMETAG "Set to ON to output time costs" OFF)
+OPTION(USE_CUDA "Enable CUDA-accelerated training (EXPERIMENTAL)" OFF)
+OPTION(USE_DEBUG "Set to ON for Debug mode" OFF)
+OPTION(BUILD_STATIC_LIB "Build static library" OFF)
+OPTION(__BUILD_FOR_R "Set to ON if building lib_lightgbm for use with the R package" OFF)
+OPTION(__INTEGRATE_OPENCL "Set to ON if building LightGBM with the OpenCL ICD Loader and its dependencies included" OFF)
+
 if(__INTEGRATE_OPENCL)
   cmake_minimum_required(VERSION 3.11)
 elseif(USE_GPU OR APPLE)
   cmake_minimum_required(VERSION 3.2)
 elseif(USE_CUDA)
   cmake_minimum_required(VERSION 3.16)
+elseif(__BUILD_FOR_R)
+  cmake_minimum_required(VERSION 3.6)
 else()
   cmake_minimum_required(VERSION 3.0)
 endif()
 
+if(__BUILD_FOR_R)
+  set(CMAKE_TRY_COMPILE_TARGET_TYPE "STATIC_LIBRARY")
+endif(__BUILD_FOR_R)
+
 if(USE_CUDA)
   PROJECT(lightgbm LANGUAGES C CXX CUDA)
 else()
   PROJECT(lightgbm LANGUAGES C CXX)
 endif()
 
-OPTION(USE_MPI "Enable MPI-based parallel learning" OFF)
-OPTION(USE_OPENMP "Enable OpenMP" ON)
-OPTION(USE_GPU "Enable GPU-accelerated training" OFF)
-OPTION(USE_SWIG "Enable SWIG to generate Java API" OFF)
-OPTION(USE_HDFS "Enable HDFS support (EXPERIMENTAL)" OFF)
-OPTION(USE_TIMETAG "Set to ON to output time costs" OFF)
-OPTION(USE_CUDA "Enable CUDA-accelerated training (EXPERIMENTAL)" OFF)
-OPTION(USE_DEBUG "Set to ON for Debug mode" OFF)
-OPTION(BUILD_STATIC_LIB "Build static library" OFF)
-OPTION(__BUILD_FOR_R "Set to ON if building lib_lightgbm for use with the R package" OFF)
-OPTION(__INTEGRATE_OPENCL "Set to ON if building LightGBM with the OpenCL ICD Loader and its dependencies included" OFF)
-
 if(APPLE)
     OPTION(APPLE_OUTPUT_DYLIB "Output dylib shared library" OFF)
 endif(APPLE)