Call transport setup at obfsproxy start

Pluggable Transports can use the setup class method
to receive Pluggable Transport config and save data to class attributes.
Obfs2 uses setup classmethod to save shared secret
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.