docs: add EventSource server example

[Will-thom]

Summary

• add a self-contained EventSource server/client example to the API docs
• clarify named events vs default message events
• fix minor wording in the EventSource docs

Closes #536

Testing

• git diff --check

[mcollina]

lgtm

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 93.23%. Comparing base (f51afa0) to head (b670831).

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #5321   +/-   ##
=======================================
  Coverage   93.22%   93.23%           
=======================================
  Files         110      110           
  Lines       36599    36599           
=======================================
+ Hits        34120    34122    +2     
+ Misses       2479     2477    -2     

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