doc: Reword some of the client tutorial.

The overall meaning of the tutorial is the same. I added text describing frame types where it helps explain the callbacks better, e.g. introducing the HEADERS frame before on_header_callback().

Also fixed a couple of typos:
- Fixed ``reacb`` typo to ``readcb``
- Added parens to some functions, e.g. ``on_frame_recv_callback`` => ``on_frame_recv_callback()``