Add example on how to perform authorization when using subscriptions

[asmeikal]

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PR Type

What kind of change does this PR introduce?

[ ] Bugfix
[ ] Feature
[ ] Code style update (formatting, local variables)
[ ] Refactoring (no functional changes, no api changes)
[ ] Build related changes
[x] Docs
[ ] Other... Please describe:

What is the current behavior?

Issue Number: #394

There are no instructions on how to authenticate users when using subscriptions.

What is the new behavior?

Adds a basic example following the Apollo documentation (with links), and instructions on how to add user information to the GraphQL request context (e.g, for guards and decorators). More advanced authentication methods (e.g., via headers) would rely on how subscriptions-transport-ws and its onConnect work, and are out of the scope of NestJS. Adding user information to the context in this cases would be similar.

Does this PR introduce a breaking change?

[ ] Yes
[x] No

Other information

I added a warning about the bug of subscriptions-transport-ws that allows connections to be established without going through the onConnect.