[p2-core] Complete chapter 3.2.4: "Establishing a connection"

[bitfl0wer]

The chapter "Establishing a [websocket] connection" needs to be completed to make it clear to everyone how exactly the WebSocket connection lifecycle looks like.

In addition, this chapter sort of conflicts with Fig. 1, since that graph could potentially be moved into this chapter. An opportunity to swat two issues (#134) in one go.