How to build a new API transport extension (or migrate a LB3 one)

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This story is extracted from #4099, where we researched existing LoopBack 3 components and various techniques they use.

Now we need to write documentation for extension authors to show how to solve the following use cases in LoopBack 4:

1. A new server type to handle requests coming from a non-REST source, e.g. Primus/WebSockets and RabbitMQ.

1. WebSockets: mount WebSocket-handler on the underlying http server used by `@loopback/rest`.

1. Message queues: allow consumers to also produce (publish) new messages, e.g. as a response to the incoming message.

Prior work:

- https://loopback.io/doc/en/lb4/Creating-servers.html

I see the following major areas to cover (feel free to add more items to this list):

- How can a transport implementation discover endpoint handlers (controllers, routes, message consumers, etc.) registered in the application context? (Related: How can extensions introspect application artifacts #5426)
- Also how to handle handlers added dynamically after application has started
- How should be a transport extension structured like?
- Ensure that `app.start()` will start the server/subscriber, `app.stop()` stop it
- How to create a per-request context and populate it with request-specific metadata

In most cases, the new content will be useful to authors building new LB4 components too, therefore we should structure the content in two parts:
- A guide explaining how to build a component contributing a service, this should go to [Extending LoopBack](https://loopback.io/doc/en/lb4/Extending-LoopBack-4.html)
- A guide explaining how to migrate LB3 components, this guide should go to [Migrating components and extensions](https://loopback.io/doc/en/lb4/migration-extensions-overview.html) and focus on aspects unique to extensions migrating from LB3 and refer to content in [Extending LoopBack](https://loopback.io/doc/en/lb4/Extending-LoopBack-4.html) wherever possible & appropriate.

Read the existing Creating servers documentation first, then review the Extending LoopBack 4 and Migrating components and extensions guides. Cover component services, transport handler discovery, dynamic handlers, application start and stop, and per-request context for WebSockets and message queues. Done means both guides clearly explain the listed use cases and migration-specific concerns.

Written by the indexing model from the issue text.