docs: move connection reference to root as CONNECTION_PARAMETERS.md

Match the databricks-sql-go layout (databricks/databricks-sql-go#445):
put the reference at the repo root as CONNECTION_PARAMETERS.md and link
it from README's docs section, instead of docs/connection-parameters.md.
Retitle to the plural 'Connection parameters reference' and fix the
relative proxy link (proxy.md -> docs/proxy.md) now that the file sits
one level up.

Co-authored-by: Isaac
Signed-off-by: eric-wang-1990 <e.wang@databricks.com>

Author: eric-wang-1990