docs: include some example of how to use additional headers

src/rubrix/client/api.py

@@ -128,11 +128,15 @@ def __init__(
             workspace: The workspace to which records will be logged/loaded. If `None` (default) and the
                 env variable ``RUBRIX_WORKSPACE`` is not set, it will default to the private user workspace.
             timeout: Wait `timeout` seconds for the connection to timeout. Default: 60.
-            extra_headers: Extra http headers sent to the server. Default: `None`
+            extra_headers: Extra http headers sent to the server. You can use this for customize
+                client requests if you have some security restrictions. Default: `None`.
 
         Examples:
             >>> import rubrix as rb
             >>> rb.init(api_url="http://localhost:9090", api_key="4AkeAPIk3Y")
+
+            Customizing request headers:
+            >>> rb.init(api_url="http://localhost:9090", api_key="4AkeAPIk3Y", extra_headers={"X-Client-id":"id","X-Secret":"secret"})
         """
         api_url = api_url or os.getenv("RUBRIX_API_URL", "http://localhost:6900")
         # Checking that the api_url does not end in '/'