libpq example doesn't work

Hi, 

When I tried to use libpq, I found that libpq example[1] does not work.
That's because SELECT pg_catlog.set_config() never returns PGRES_COMMAND_OK which is expected,
but actually returns PGRES_TUPLES_OK.

Patch attached. 
I changed both src/test/example and document.

[1] https://www.postgresql.org/docs/devel/static/libpq-example.html 

(By the way, I'm wondering why these examples are placed under src/test.
 They are just examples and not regression tests.)

Best regards,
Takeshi Ideriha