[DOCS] Add transport.close() to connecting page

Without this line, the code hangs because the HttpClient thread keeps
running indefinitely.

java-client/src/test/java/co/elastic/clients/documentation/getting_started/ConnectingTest.java

@@ -67,6 +67,11 @@ public void createClient() throws Exception {
 
         // And create the API client
         ElasticsearchClient esClient = new ElasticsearchClient(transport);
+
+	// Use the client...
+
+	// Close the transport, freeing the underlying thread
+	transport.close();
         //end::create-client
 
         //tag::first-request
@@ -115,6 +120,11 @@ restClient, new JacksonJsonpMapper(), null, esOtelInstrumentation
 
         // And create the API client
         ElasticsearchClient esClient = new ElasticsearchClient(transport);
+
+	// Use the client...
+
+	// Close the transport, freeing the underlying thread
+	transport.close();
         //end::create-client-otel
     }
 
@@ -150,6 +160,11 @@ AuthScope.ANY, new UsernamePasswordCredentials(login, password)
         // Create the transport and the API client
         ElasticsearchTransport transport = new RestClientTransport(restClient, new JacksonJsonpMapper());
         ElasticsearchClient client = new ElasticsearchClient(transport);
+
+	// Use the client...
+
+	// Close the transport, freeing the underlying thread
+	transport.close();
         //end::create-secure-client-cert
     }
 
@@ -185,6 +200,11 @@ AuthScope.ANY, new UsernamePasswordCredentials(login, password)
         // Create the transport and the API client
         ElasticsearchTransport transport = new RestClientTransport(restClient, new JacksonJsonpMapper());
         ElasticsearchClient client = new ElasticsearchClient(transport);
+
+	// Use the client...
+
+	// Close the transport, freeing the underlying thread
+	transport.close();
         //end::create-secure-client-fingerprint
     }