Add S3 configuration to documentation

[pnuu]

The configuration of S3 connection should be added to documentation. This requires #110, #114 and #117 to be merged first.

For segment gatherer and checking which segments exist after startup and first message, this might be adaptable:

    All the connection configurations and such are done using the `fsspec` configuration system:

    https://filesystem-spec.readthedocs.io/en/latest/features.html#configuration

    An example configuration could be for example placed in `~/.config/fsspec/s3.json`::

        {
            "s3": {
                "client_kwargs": {"endpoint_url": "https://s3.server.foo.com"},
                "secret": "VERYBIGSECRET",
                "key": "ACCESSKEY"
            }
        }

Depending on how #114 is finalized, this might need some adjustment.

Originally posted by @pnuu in #117 (comment)