Add CURL support

Some shared hosting does not allow socket connection. With native curl library support, people (like me in my shared hosting) may have choices to use curl as its connection library.

P.S.: How to build the documentation? I am sorry, i don't know how to build the doc. Once i know how to build it, i will also update the doc.
By default, this should be using socket approach just like it is now. Otherwise this will break tons of installations.

Also, the wording is a bit off here, I would use connection type/etc .vs library.