Update Lightning App docs

[tchaton]

What does this PR do?

This PR brings the latest doc for Lightning App.

Does your PR introduce any breaking changes? If yes, please list them.

Before submitting

• Was this discussed/approved via a GitHub issue? (not for typos and docs)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure your PR does only one thing, instead of bundling different changes together?
• Did you make sure to update the documentation with your changes? (if necessary)
• Did you write any new necessary tests? (not for typos and docs)
• Did you verify new and existing tests pass locally with your changes?
• Did you list all the breaking changes introduced by this pull request?
• Did you update the CHANGELOG? (not for typos, docs, test updates, or minor internal changes/refactors)

PR review

Anyone in the community is welcome to review the PR.
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Did you have fun?

Make sure you had fun coding 🙃

cc @Borda @rohitgr7