Install ONNX by buildling source code in Windows DML stage (#20079)
### Description
In #20073, I use pin onnx version to unblock the whole PR CI.
In fact, we could use the onnx that installed by building source code,
that the onnx version is controlled by deps.txt.
For some history reason, DML stage installed onnx from pypi. Now, the
onnx can be installed as other stages.
add an option to skip installing onnx in win-ci-prebuild-step