Select the training device according to configuration

[leoll2]

After #5115, the training job has an input parameter device to specify the training device.

To make this parameter actually work, the OTXEngine device parameter must be initialized accordingly:

training_extensions/application/backend/app/services/training/otx_trainer.py

Line 324 in 20ee779

device=DeviceType.cpu, # TODO make device configurable (#5040)

Within this ticket, make sure the training runs on the selected device.