[faq] Add section on C++ wrapping, pickling, and parameter limits

Hey Daniel,

I'm back from vacation and here is the pull request as promised in my email on Sep 28. I felt including all the details to run the C++ wrapper code was needed for a user to to find it useful. But it didn't fit naturally into the faq, so I created a self-contained gist and linked to it.

I hope you are happy with that.