cmake: add missing lib_lightgbm_swig.so to lightgbmlib.jar on linux (#6515)

CMakeLists.txt

@@ -576,6 +576,12 @@ if(USE_SWIG)
           copy_if_different
           "${PROJECT_SOURCE_DIR}/lib_lightgbm.so"
           com/microsoft/ml/lightgbm/linux/x86_64
+        COMMAND
+          "${CMAKE_COMMAND}"
+          -E
+          copy_if_different
+          "${PROJECT_SOURCE_DIR}/lib_lightgbm_swig.so"
+          com/microsoft/ml/lightgbm/linux/x86_64
         COMMAND "${Java_JAR_EXECUTABLE}" -cf lightgbmlib.jar com
     )
   endif()