Add SSE server code example to transports documentation #2315

Job	Run time
build (ubuntu-latest, Debug)	7m 6s
build (windows-latest, Release)	10m 26s
build (macos-latest, Debug)	7m 50s
build (macos-latest, Release)	8m 10s
build (windows-latest, Debug)	10m 56s
build (ubuntu-latest, Release)	6m 59s
publish-coverage / publish-coverage	1m 13s
	52m 40s

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