Examples in getting-started

**Which documentation does this apply to?**
_User's Guide_

We're using `lambda` (which will ring a bell of "we already have this in the language", something we're trying to flee from) and iostreams (which we all love). We need a different example.

I propose jumping directly to URL or JSON (even if they're compiled), and provide a note on how to link against header-only libs later.

The current JSON example may be problematic, since it relies on another helper header, and this is not explained.