docs: add resource management section and context manager examples

Demonstrate the recommended async context manager pattern for proper connection cleanup. Update Quick Start example to use context manager, ensuring new users adopt best practices from the start.

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

Author: bokelley

README.md

@@ -27,8 +27,8 @@ pip install adcp
 ```python
 from adcp import ADCPMultiAgentClient, AgentConfig, GetProductsRequest
 
-# Configure agents and handlers
-client = ADCPMultiAgentClient(
+# Configure agents and handlers (context manager ensures proper cleanup)
+async with ADCPMultiAgentClient(
     agents=[
         AgentConfig(
             id="agent_x",
@@ -54,21 +54,21 @@ client = ADCPMultiAgentClient(
             if metadata.status == "completed" else None
         )
     }
-)
-
-# Execute operation - library handles operation IDs, webhook URLs, context management
-agent = client.agent("agent_x")
-request = GetProductsRequest(brief="Coffee brands")
-result = await agent.get_products(request)
+) as client:
+    # Execute operation - library handles operation IDs, webhook URLs, context management
+    agent = client.agent("agent_x")
+    request = GetProductsRequest(brief="Coffee brands")
+    result = await agent.get_products(request)
 
-# Check result
-if result.status == "completed":
-    # Agent completed synchronously!
-    print(f"✅ Sync completion: {len(result.data.products)} products")
+    # Check result
+    if result.status == "completed":
+        # Agent completed synchronously!
+        print(f"✅ Sync completion: {len(result.data.products)} products")
 
-if result.status == "submitted":
-    # Agent will send webhook when complete
-    print(f"⏳ Async - webhook registered at: {result.submitted.webhook_url}")
+    if result.status == "submitted":
+        # Agent will send webhook when complete
+        print(f"⏳ Async - webhook registered at: {result.submitted.webhook_url}")
+# Connections automatically cleaned up here
 ```
 
 ## Features
@@ -173,6 +173,32 @@ Or use the CLI:
 uvx adcp --debug myagent get_products '{"brief":"TV ads"}'
 ```
 
+### Resource Management
+
+Use async context managers to ensure proper cleanup of connections:
+
+```python
+# Recommended: Automatic cleanup with context manager
+async with ADCPClient(agent_config) as client:
+    result = await client.get_products(request)
+    # Connection automatically closed on exit
+
+# Multi-agent client also supports context managers
+async with ADCPMultiAgentClient(agents) as client:
+    results = await client.get_products(request)
+    # All agent connections closed automatically
+```
+
+Manual cleanup is also available if needed:
+
+```python
+client = ADCPClient(agent_config)
+try:
+    result = await client.get_products(request)
+finally:
+    await client.close()  # Explicit cleanup
+```
+
 ### Error Handling
 
 The library provides a comprehensive exception hierarchy with helpful error messages: