Added localhost 3030 socket documentation

We use the localhost:3030 socket extensively at my work.
However, when asked about how to interact with it, there is no link I can provide to describe it, or why it would be useful. (I can't find one)

There isn't that much documentation here, but I figured *something* ought to exist. I'm putting this under advanced topics, because it does take a bit to understand that there are checks that spawn event data as if other checks had ran? In other words, I consider an advanced feature. :)