sdks/index.md: Add more detail about how subscriptions work

[bfops]

After implementing the new subscription API. Give people a good mental model of adding/removing queries to/from their subscribed set, what it means to query the client cache, what happens when a subscription ends, &c. Depending on how long this is, either add it do sdks/index.md, or give it its own file sdks/subscription.md.

[gefjon]

See also #278