Minor: Improve ObjectStoreUrl docs + examples

[alamb]

Which issue does this PR close?

related to https://github.com/apache/datafusion/issues/10616

Rationale for this change

While working on https://github.com/apache/datafusion/pull/10549 I kept getting confused about what an ObjectStoreUrl was / is.

Thus I felt some documentation / examples would help

What changes are included in this PR?

Add more docs + examples

Are these changes tested?

new doc examples

Are there any user-facing changes?

Docs + examples

No functional changes