[Event Hubs] Update docs/README

[swathipil]

• In the Event Hubs README, under section Create client using the azure-identity library, add the azure-identity installation step: pip install azure-identity

similar to the form recognizer README AAD section

[yunhaoling]

we also need to mention async transport support (aiohttp) if people want to use azure-identity in async world, could just be a short sentence.