Initial swag at UDP transport docs, also converted socket transport to mdbook

This has a lot of TODO links, because there are missing pieces still of course.

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+# UDP Transport (Experimental)
+
+The {{i:_udp_ transport}} supports communication between peers using {{i:UDP}}.
+
+UDP is a very light-weight connection-less, unreliable, unordered delivery mechanism.
+
+Both IPv4 and {{i:IPv6}} are supported when the underlying platform also supports it.
+
+## Maximum Message Size
+
+This transport maps each SP message to a single UDP packet.
+In order to allow room for network headers, we thus limit the maximum
+message size to 65000 bytes, minus the overhead for any SP protocol headers.
+
+However, applications are _strongly_ encouraged to only use this transport for
+very much smaller messages, ideally those that will fit within a single network
+packet without requiring fragmentation and reassembly.
+
+For Ethernet without jumbo frames, this typically means an {{i:MTU}} of a little
+less than 1500 bytes. (Specifically, 1452, which allows 28 bytes for IP and UDP,
+and 20 bytes for the this transport).
+Other link layers may have different MTUs.
+
+> [!NOTE]
+> This transport is _experimental_.
+
+## URI Format
+
+This transport uses URIs using the scheme {{i:`udp://`}}, followed by
+an IP address or hostname, followed by a colon and finally a
+TCP {{i:port number}}.
+For example, to contact port 80 on the localhost either of the following URIs
+could be used: `udp://127.0.0.1:80` or `udp://localhost:80`.
+
+A URI may be restricted to IPv6 using the scheme `udp6://`, and may
+be restricted to IPv4 using the scheme `udp4://`.
+
+> [!NOTE]
+> Specifying `udp6://` may not prevent IPv4 hosts from being used with
+> IPv4-in-IPv6 addresses, particularly when using a wildcard hostname with
+> listeners.
+> The details of this varies across operating systems.
+
+> [!TIP]
+> We recommend using either numeric IP addresses, or names that are
+> specific to either IPv4 or IPv6 to prevent confusion and surprises.
+
+When specifying IPv6 addresses, the address must be enclosed in
+square brackets (`[]`) to avoid confusion with the final colon
+separating the port.
+
+For example, the same port 80 on the IPv6 loopback address (`::1`) would
+be specified as `udp://[::1]:80`.
+
+The special value of 0 ({{i:`INADDR_ANY`}})
+can be used for a listener to indicate that it should listen on all
+interfaces on the host.
+A short-hand for this form is to either omit the address, or specify
+the asterisk (`*`) character.
+For example, the following three URIs are all equivalent,
+and could be used to listen to port 9999 on the host:
+
+1. `udp://0.0.0.0:9999`
+2. `udp://*:9999`
+3. `udp://:9999`
+
+## Socket Address
+
+When using an [`nng_sockaddr`][nng_sockaddr] structure,
+the actual structure is either of type
+[`nng_sockaddr_in`][nng_sockaddr_in] (for IPv4) or
+[`nng_sockaddr_in6`][nng_sockaddr_in6] (for IPv6).
+
+## Transport Options
+
+The following transport options are supported by this transport,
+where supported by the underlying platform.
+
+- [`NNG_OPT_LOCADDR`][NNG_OPT_LOCADDR]
+- [`NNG_OPT_REMADDR`][NNG_OPT_REMADDR]
+- [`NNG_OPT_URL`][NNG_OPT_URL]
+
+TOOD: Document other options.
+
+[nng_sockaddr]: [TODO.md]
+[nng_sockaddr_in]: [TODO.md]
+[nng_sockaddr_in6]: [TODO.md]
+[NNG_OPT_LOCADDR]: [TODO.md]
+[NNG_OPT_REMADDR]: [TODO.md]
+[NNG_OPT_URL]: [TODO.md]