Add some more dependencies to doc/HOWTO.txt.

We recently added a dependency on libgmp-dev...
Merge remote-tracking branch 'remotes/david/david-transport-setup'
Fix a bug and add some docs on the setup() method.

pt_configs are per-transport (since on the server-side they contain
transport-specific parameters), so we should initialize one for each
transport.
Merge branch 'master' of git://git.torproject.org/pluggable-transports/obfsproxy into david-bananaphone