docs: Document examples
Document the process for running the examples. This was fairly non-obvious and I spent a fair bit of time trying and failing to get a client credentials token to work before finding in some discussion that this is known not to work.
The wiki mentions using the oauth example as a way to get a token and I think that is likely to be the best way to get a token for the purposes of running the examples too.
I was able to get all of the examples except one to work using the method described, although for play_connect this is irrelevant since it acquires its own token via OAuth. The one I wasn't able to get to work was get_token which seems to be broken as per #1532, however this does work if you make the suggested fix to use login5().