Document various QtConsole embedding approaches.

Also added loading of default config to the in-process embedding example.

- This is really just my personal understanding of the various embedding techniques, I have personally only used the 3rd approach (in-process embedding) after fighting a little bit with the 2nd one (separate processes).
- For some reason, sphinx won't build the docs for me (even without this patch) so I haven't checked if the docs "look fine" with the patch.