Allow to perform a connect-only request

[bassosimone]

cURL allows us to just connect to an endpoint. We need this feature to implement OONI's tcp_connect test and other tests. Additionally, cURL allows us to use the cURL handle as a socket-like abstraction that can be used to send/receive data. That would probably be helpful for http_invalid_request_line.

TBH, I am unsure whether this should be in here or in another library. While cURL can be used as the engine to implement this functionality, we're talking about a functionality that is quite far from the API exposed by this library, which is basically the classic HTTP's request and response. An API that exposes a socket like abstraction may be more proper to this end.