[TACHYON-217] Add further documentation and unit tests

Initial attempt to add more documentation and tests for open delete and delete non-existing. These files make use of the eclipse formatting xml but used in IntelliJ hence some formatting differences may exist.
All close calls should be in finally blocks. This would imply that you need to have nested try since the logic following does not make sense on error.

I normally don't care about resources being cleaned up properly in tests and CLIs but I have had to spend days of my life fixing resource leeks in tachyon, so better to block all new ones.