doc: Add LwM2M engine state machine

The state machine depicts the states of the lwm2m engine
and the spawned RD client events that will be forwarded
to lwm2m client if it has registered a callback-function.
Most of the events are just informs for the client and the
RD client underneath works and recovers automatically from
most cases.

Signed-off-by: Jarno Lamsa <jarno.lamsa@nordicsemi.no>