add a readme file with relevant links.

README.textile

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+h1. Socrata Open Data API OAuth Sample App
+
+This application shows how to connect to any Socrata-powered website using the @OAuth2@ Rubygem. To use it, clone it and copy @config.yml.sample@ to @config.yml@, and fill in the details you get when you register for an application on your Socrata account.
+
+Then, either run it locally by doing a @bundle install@ and then @shotgun config.ru@ and visiting @http://localhost:9393@, or push it to "Heroku":http://heroku.com to run it on the web for free.
+
+For more details, please see the "SODA documentation":http://dev.socrata.com/authentication about Authentication. You can post any questions you might have to the "Socrata support website":http://support.socrata.com, where we'd be happy to help you.
+
+Happy hacking!
+