Documented HTTP caching and user sessions

[Toflar]

As promised in #9647.

[javiereguiluz]

@Toflar thanks a lot for this contribution! It's perfectly explained and it's easy to follow.

However, I made some rewords to make the explanations more concise. We do this routinely not only for the readers, but also for us, to make contents easier to maintain. Thanks!

[Toflar]

It's perfectly fine. Rewording by the same people makes sure the readers have a consistent reading experience, it's perfect! Thank you very much!

[Toflar]

BTW: What's the policy to use .. versionadded:: 4.1? Should we maybe also use that here?

[javiereguiluz]

We include a .. versionadded:: for all new features and also for deprecations. And yes, we should use it here and that's why I included at the end, just after the code example that uses the new feature 😄

[Toflar]

Oh man, what a morning. I miss everything 🤣 Sorry, Javier! And thanks for the patience 😃

[javiereguiluz]

And it's merged!! Thanks Yanick!