Add connection class to config flows and config entries

[balloob]

Description:

Add a connection class to config flows, to be stored in the config entries.

This will allow us to show in the UI how the integration works.

Checklist:

• The code change is tested and works locally.
• Local tests pass with tox. Your PR cannot be merged unless tests pass

If the code does not interact with devices:

• Tests have been added to verify that the new code works.