Request Features needs a sample project with compiling code.

Also includes Request Features miss doc for IHttpsCompressionFeature #18205 by @radical espenrl
> The whole page is a bit dated so there may others too.

Moved from #6134 by @user135711 - See #6134 for details
Sample code:
https://github.com/aspnet/Session/blob/06f473724870cd4704ab48388d80ffdaddb0f630/src/Microsoft.AspNetCore.Session/SessionMiddleware.cs#L101-L111

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#### Document Details

⚠ *Do not edit this section. It is required for docs.microsoft.com ➟ GitHub issue linking.*

* ID: 41d7ad78-542f-236c-f5b4-0273558674b9
* Version Independent ID: f64165fc-ccf3-62cd-9ae4-313dfe7d1911
* Content: [Request Features in ASP.NET Core](https://docs.microsoft.com/en-us/aspnet/core/fundamentals/request-features?view=aspnetcore-2.1)
* Content Source: [aspnetcore/fundamentals/request-features.md](https://github.com/aspnet/Docs/blob/master/aspnetcore/fundamentals/request-features.md)
* Product: **aspnet-core**
* GitHub Login: @ardalis
* Microsoft Alias: **riande**