samples: net: lwm2m_client: Update docs with bootstrap information

Add bootstrap section to the documentation, explaining how to configure
the Leshan Demo Bootstrap Server locally and run the sample.

Update the download link for the Leshan Demo Server, according to the
upstream Leshan documentation.

Fix bullet list with Leshan security parameters.

Signed-off-by: Robert Lubos <robert.lubos@nordicsemi.no>