Remove method comments from .cpp.

This is a cosmetic patch only. Remove function/methods comments
from .cpp as they are in the .hpp (where they belong).
Fix use of uninitialized value.

Fix the uninitialized of `verbose` (defaults to false now).
Remove the ZAP_ENDPOINT define and use a private static const
char * instead. I think this is better since this is C++.
Also fix a few typos.
disable zap/auth stuff for libzmq < 4