Should docs mention all possible errno values that a function can set?

[ardrabczyk]

Issue description

Currently docs do not mention than zmq_ctx_new() can set EMFILE and
that zmq_ctx_set_ext() can set EFAULT. The thing with zmq_ctx_new(),
and possibly other functions is that errno is not set explicitly in
libzmq code but is set by OS and therefore can be OS-specific.

Environment

• libzmq version (commit hash if unreleased): v4.3.3-17-gb2a08420
• OS: Slackware x64 -current

Minimal test code / Steps to reproduce the issue

#include <stdio.h>
#include <stdlib.h>
#include <zmq.h>

int main(void)
{
  void *context;
  for (int i = 0; i < 10000; i++)
    {
      context = zmq_ctx_new ();
      if (!context)
	{
	  if (errno)
	    perror("Reason");

	  fprintf(stderr, "zmq_ctx_new() failed at %d.\nExiting.\n", i);
	  return EXIT_FAILURE;
	}
    }

  return EXIT_SUCCESS;
}

What's the actual result? (include assertion message & call stack if applicable)

$ ./test
Reason: Too many open files
zmq_ctx_new() failed at 1020.
Exiting.

What's the expected result?

This could be documented in doc/zmq_ctx_new.txt but now it says:

No error values are defined for this function.

[bluca]

Feel free to send a PR to improve the docs