Document that most SFTP functions require a blocking ssh_session

Currently if a non-blocking ssh_session is passed most calls will fail because they don't know how to handle SSH_AGAIN.

Checklist

• Commits have Signed-off-by: with name/author being identical to the commit author
• Code modified for feature
• Test suite updated with functionality tests
• Test suite updated with negative tests
• Documentation updated

Reviewer's checklist:

• Any issues marked for closing are addressed
• There is a test suite reasonably covering new functionality or modifications
• Function naming, parameters, return values, types, etc., are consistent and according to CONTRIBUTING.md
• This feature/change has adequate documentation added
• No obvious mistakes in the code