feat(FSDP): enable FSDP strategy on CPU and add trainable checkpointing tests

[zhixiangli]

What does this PR do?

Fixes #21812

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[codecov-commenter]

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 79%. Comparing base (7f0c343) to head (a3e129a).
✅ All tests successful. No failed tests found.
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❗ There is a different number of reports uploaded between BASE (7f0c343) and HEAD (a3e129a). Click for more details.

HEAD has 1379 uploads less than BASE

Flag	BASE (7f0c343)	HEAD (a3e129a)
cpu	371	60
python	18	3
lightning_fabric	131	0
pytest	176	0
python3.12	130	21
python3.12.7	54	9
python3.13	112	18
lightning	93	15
python3.11	37	6
python3.10	20	3
pytorch2.1	20	6
pytest-full	195	60
pytorch2.2.2	9	3
pytorch2.8	22	6
pytorch_lightning	147	45
pytorch2.12	20	6
pytorch2.11	21	6
pytorch2.10	19	6
pytorch2.13	19	6
pytorch2.5.1	9	3
pytorch2.7	9	3
pytorch2.9	19	6
pytorch2.4.1	9	3
pytorch2.3	10	3
pytorch2.6	9	3

Additional details and impacted files

@@            Coverage Diff            @@
##           master   #21840     +/-   ##
=========================================
- Coverage      87%      79%     -8%     
=========================================
  Files         270      267      -3     
  Lines       24069    24011     -58     
=========================================
- Hits        20904    18868   -2036     
- Misses       3165     5143   +1978