Improve documentation about how to configure `thebe`

[choldgraf]

It is a little bit unclear for some folks how to configure thebe directly (or if this is even possible). We should clarify this

[akhmerov]

Hello! I'm finally trying to figure out how to use sphinx-thebe downstream (jupyter/jupyter-sphinx#137), and this issue seems important because the configuration exposed on the python level is very limited.

Would it be perhaps a more flexible approach to directly request the users to provide the full thebe configuration, and ask for selectors via a different option?