[ROCm] Fixing build for CIs (#10558)
* fix build
* fix build
* fix win build
* apply same fix for rocm
* fix CI
* update comments
* trigger build
Co-authored-by: Ethan Tao <ettao@microsoft.com@orttrainingdev7.d32nl1ml4oruzj4qz3bqlggovf.px.internal.cloudapp.net>