More documentation on use with OSS Vizier
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Description
I'm trying to follow the documentation regarding the use of OSS Vizier as a backend for PyGlove, but find it incomplete - shouldn't we need to create server and client objects?
For example, the documented interface for retrieving optimal trials in the OSS Vizier docs is to iterate over study_client.optimal_trials(), but the PyGlove example seems to abstract away the initialization of the server into the call
```
pg_vizier.init("my_study")
```
It's unclear how this matches up, and is currently a blocker to my use of the library. Any help would be appreciated.
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