fix(modem): Extend docs on AT client example

components/esp_modem/examples/modem_tcp_client/README.md

@@ -9,6 +9,20 @@ This example could be used in two different configurations:
 1) Custom TCP transport: Implements a TCP transport in form of AT commands and uses it as custom transport for mqtt client.
 2) Localhost listener: Uses standard transports to connect and forwards socket layer data from the client to the modem using AT commands.
 
+### Custom TCP transport
+
+This configuration expects that the network library, that is used to communicate with the endpoint uses `tcp_transport` component. In this example, we use `esp-mqtt` which supports custom transports so that we can implement a transport layer that communicate on TCP layer using AT commands. If we want to use TLS, we could add an SSL layer on top of this TCP layer.
+
+To enable this mode, please set `EXAMPLE_CUSTOM_TCP_TRANSPORT=y`
+
+![with custom tcp transport](at_client_tcp_transport.png)
+
+### Localhost listener
+
+This configuration could be used with any network library, which is connecting to a localhost endpoint instead of remote one. This example creates a localhost listener which basically mimics the remote endpoint by forwarding the traffic between the library and the TCP/socket layer of the modem (which is already secure if the TLS is used in the network library)
+
+![with localhost listener](at_client_localhost.png)
+
 ### Supported IDF versions
 
 This example is supported from IDF `v5.0`.