Docs: Add API and building improvements

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+# Example with Comments
+
+```go
+
+// Bring the library into scope with the eduvpn prefix
+import eduvpn "github.com/jwijenbergh/eduvpn-common"
+
+// Callbacks
+
+func stateCallback(state *eduvpn.VPNState, oldState string, newState string, data string) {
+
+	// OAuth is started, open the browser with the authorization URL
+	if newState == "OAuth_Started" {
+		openBrowser(data)
+	}
+	
+	// Multiple profiles are found, we need to send a profile ID back using state.SetProfileID
+	if newState == "Ask_Profile" {
+		selectAndSendProfile(state, data)
+	}
+}
+
+func main() {
+	// Create the VPNState
+	state := &eduvpn.VPNState{}
+	
+	// Register the state
+	// We use linux so the client ID will be org.eduvpn.app.linux
+	// We want to store the config files in configs
+	// We wrap the callback with the state argument
+	// And enable debugging
+	registerErr := state.Register("org.eduvpn.app.linux", "configs", func(old string, new string, data string) {
+		stateCallback(state, old, new, data)
+	}, true)
+	
+	if registErr != nil {
+		// handle the error of not being able to register
+	}
+	
+	// Cleanup the library at the end
+	defer state.Deregister()
+	
+	// Connect to an example server without forcing TCP
+	config, configType, configErr := state.GetConnectConfig("eduvpn.example.com", false)
+	
+	if configErr != nil {
+		// handle the error of not being able to get a config
+	}
+	
+	if configType == "wireguard" {
+		// Connect using wireguard with the config
+	} else {
+	    // Connect using OpenVPN with the config
+	}
+	
+	// We are connected
+	setConnectErr := state.SetConnected()
+	
+	if setConnectErr != nil {
+		// handle the error of not being able to call set connected
+	}
+}
+```