Update to not reference HTTPConnection

This MR fixes #20 (closed) by updating the README to describe gwdatafind.Session instead of gwdatafind.connect.

README.md

 # GWDataFind
 
-The client library for the LIGO Data Replicator (LDR) service.
+The GWDataFind data discovery client.
 
-The DataFind service allows users to query for the location of
+The GWDataFind service allows users to query for the location of
 Gravitational-Wave Frame (GWF) files containing data from the current
 gravitational-wave detectors.
 
@@ -32,17 +32,23 @@ To find the URLs of all `H1_R` files for the LIGO-Hanford observatory in
 a given GPS interval:
 
 ```python
->>> from gwdatafind import connect
->>> conn = connect()
->>> conn.find_urls('H', 'H1_R', 1198800018, 1198800618)
+>>> from gwdatafind import find_urls
+>>> find_urls('H', 'H1_R', 1198800018, 1198800618)
 ```
 
-This can be shortened for single interactions to
+To utillise connection pooling, create a `Session`:
 
 ```python
->>> from gwdatafind import find_urls
->>> find_urls('H', 'H1_R', 1198800018, 1198800618)
-```
+>>> from gwdatafind import (find_urls, Session)
+>>> with Session() as sess:
+...     for ifo in ("H", "L"):
+...         urls[ifo] = find_urls(
+...             ifo,
+...             f"{ifo}1_R",
+...             1198800018,
+...             1198800618,
+...             session=sess,
+...         )
 
 ## On the command-line
 
@@ -53,4 +59,4 @@ run
 $ python -m gwdatafind --help
 ```
 
-For more documentation, see gwdatafind.readthedocs.org.
+For more documentation, see <https://gwdatafind.readthedocs.io/>.