Update setup logic in training type plugins (data-parallel) [3 / n]

[awaelchli]

What does this PR do?

Part of #9987
Follow up to #9994

Implements setup_model for the DataParallel plugin

Does your PR introduce any breaking changes? If yes, please list them.

No.

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[tchaton]

LGMT !

[codecov]

Codecov Report

Merging #10010 (4b1a66c) into master (854bdc0) will increase coverage by 0%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #10010   +/-   ##
=======================================
  Coverage      93%      93%           
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  Files         179      179           
  Lines       15842    15844    +2     
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+ Hits        14658    14660    +2     
  Misses       1184     1184