Add graceful shutdown section to the client usage documentation

[frederikaalund]

What do these changes do?

Add graceful shutdown section to the client usage documentation.

Are there changes in behavior for the user?

No.

Related issue number

#2039

Checklist

• I think the code is well written
• Unit tests for the changes exist
• Documentation reflects the changes
• If you provide code modification, please add yourself to CONTRIBUTORS.txt
  • The format is <Name> <Surname>.
  • Please keep alphabetical order, the file is sorted by names.
• Add a new news fragment into the changes folder
  • name it <issue_id>.<type> for example (588.bug)
  • if you don't have an issue_id change it to the pr id after creating the pr
  • ensure type is one of the following:
    • .feature: Signifying a new feature.
    • .bugfix: Signifying a bug fix.
    • .doc: Signifying a documentation improvement.
    • .removal: Signifying a deprecation or removal of public API.
    • .misc: A ticket has been closed, but it is not of interest to users.
  • Make sure to use full sentences with correct case and punctuation, for example: "Fix issue with non-ascii contents in doctest text files."

[codecov-io]

Codecov Report

Merging #2045 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #2045   +/-   ##
=======================================
  Coverage   97.05%   97.05%           
=======================================
  Files          38       38           
  Lines        7701     7701           
  Branches     1348     1348           
=======================================
  Hits         7474     7474           
  Misses        103      103           
  Partials      124      124

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[asvetlov]

Thank you!

[lock]

This thread has been automatically locked since there has not been
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related bugs.

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please include those exceprts into that new issue.