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Document how to define own ProjectTo's #599

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@oxinabox

We do not have documentation on how to define a ProjectTo of your own.
Only on how to use them

I think NamedDims.jl has a good example:
https://github.com/invenia/NamedDims.jl/blob/10a2c7e2fa398527f2e261982c593029470ef5c2/src/chainrules.jl#L12-L21

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    ProjectTorelated to the projection functionalitydocumentationImprovements or additions to documentationhelp wantedExtra attention is needed

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