Update README

Updating the test command to include all packages.
Logging when server is stopping
Minor: log.Print => log.Println
Making sure to always close the server correctly
Removing an unnecessary `time.Sleep(...)`
fixup! Making sure to always close the server correctly
Testing: Asserting server was actually started
Testing: Failing to start server is fatal
Using ZeroMQ context as init parameter for `server`

This makes it possible to run tests fully isolated using `inproc://`
socket endpoints.
Test for starting server multiple times