[SQL][DOCS] Improve section on thrift-server

Taken from liancheng's updates. Merged conflicts with #2316.

Author: Michael Armbrust <michael@databricks.com>

Closes #2384 from marmbrus/sqlDocUpdate and squashes the following commits:

2db6319 [Michael Armbrust] @liancheng's updates

(cherry picked from commit 84073eb1)
Signed-off-by: Michael Armbrust <michael@databricks.com>