Improve docs for manual mode

[Talhaali00]

Trust ran into an issue where they were initializing the SDK with Manual mode then calling connect right away. This caused an issue with there being an exception thrown and a SocketException being thrown which broke the relay connection.

We need to improve docs regarding the manual connection. We have to document not to call the function in the Application class and maybe also run this operation on a different thread internally

[jukov]

There is even no docs for how to connect in manual mode