[DOCS] Example for authentication and troubleshooting

[lucabelluccini]

• Added an example for basic auth & api key auth
• Added a section for troubleshooting

To the maintainers:

• please add any possible reference to documentation of the Transport options
• please add any other possible troubleshooting method to investigate

[lucabelluccini]

FYI @Mpdreamz / @bmorelli25

[bmorelli25]

Thanks! I added a new authentication section based on your edits. Feel free to remove if you don't think they add much.

[lucabelluccini]

That's awesome @bmorelli25
Please note I've not checked the code snippets so idk if you've tested the code is valid or if there's anything we can improve.

[kaiadelmann]

Perfect - just what I was looking for.

[Mpdreamz]

Ty @lucabelluccini !