Description: The combo of --use_dml with --enable_training fails to build with missing linkage errors in {onnxruntime_training_bert.exe, onnxruntime_training_mnist.exe} from onnxruntime_providers_dml.lib not being found (it actually builds fine, but it's not linked to the test apps).

.\build.bat --config Debug --build_shared_lib --parallel --use_dml --skip_tests --skip_submodule_sync --enable_training

Motivation and Context

• Why is this change required? What problem does it solve? ORT should be buildable with both training and DML. (this alone does not enable training with DML - there is more work elsewhere).
• If it fixes an open issue, please link to the issue here. NA