Add some documentation

I was reviewing your frame-purpose PR on Melpa when I saw a screenshot showing a Matrix client in Emacs which brought me to a reddit thread which brought me to matrix-client which has an issue opened bringing me here :-). It would be nice to have some documentation about this package. Because `request` is not maintained, I could be interested in reusing what you implemented around `url-retrieve` (for my [elcouch](https://gitlab.petton.fr/elcouch/elcouch) package).