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.
You should be checking if valid connection type is set here, not when it's trying to make the call. Setting up for failure is overhead.