set_logger doc improvements

[alexcrichton]

• Add links
• Add "Errors" section
• Add example

[alexcrichton]

We should also clarify the error conditions here to mention there's no memory unsafety, but also clearly state what the error conditions are.

[rap2hpoutre]

@alexcrichton I already wrote (helped by rustaceans!) an example of use of set_logger for the cookbook here: https://brson.github.io/rust-cookbook/logging.html#log-messages-with-a-custom-logger

Do you think we have to write a new different one? Or "copy/pasting" this one is OK? Maybe we should make a shorter example, but I don't know what to remove.

[alexcrichton]

@rap2hpoutre nah copy/pasting sounds great! No need to create more work when it's already done :)

[rap2hpoutre]

@alexcrichton Ok done for the example part! see: #186

[alexcrichton]

Awesome! In that case closing.

[budziq]

@alexcrichton hi I would reopen as set_logger doc still misses links and errors section