Replace the work "session" with "connection" in docs. Fix
The ErrConnDone documentation. Clarify what the context is used
for in StmtContext.

Change-Id: I2f07e58d0cd6321b386a73b038cf6070cb8e2572
Reviewed-on: https://go-review.googlesource.com/65732Reviewed-by: Ian Lance Taylor <iant@golang.org>