MAINT: Remove uses of the WarningManager class.

WarningManager was a workaround for the lack of the with statement
in Python versions < 2.6. As those versions are no longer supported
it can be removed.

Closes #3519.
DEP: Deprecate WarningManager and WarningMessage

Located in numpy/testing/utils.py. Only WarningManager raises a
deprecation warning, WarningMessage is used internally as should
never have been exposed. Both are documented as deprecated.
TST: Test WarningManager deprecation.

The test is located in the new test module
numpy/testing/tests/test_deprecations.py.