Add README for filters API

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+# Proxy filter API
+
+`freerdp-proxy` has an API for filtering certain messages. A filter can register callbacks to events, allowing to record the data and control whether to pass/ignore the message, or right out drop the connection. 
+
+During startup, the proxy loads its filters from the configuration:
+```ini
+[Filters]
+; FilterName = FilterPath
+DemoFilter = "server/proxy/demo.so"
+```
+
+## Currently supported events
+* Mouse event
+* Keyboard event
+
+## Developing a new filter
+* Create a new file that includes `filters_api.h`.
+* Implement the `filter_init` function and register the callbacks you are interested in.
+* Each callback receives two parameters:
+    * `connectionInfo* info` holds connection info of the raised event.
+    * `void* param` holds the actual event data. It should be casted by the filter to the suitable struct from `filters_api.h`.
+* Each callback must return a `PF_FILTER_RESULT`:
+    * `FILTER_IGNORE`: The event will not be proxied.
+    * `FILTER_PASS`: The event will be proxied.
+    * `FILTER_DROP`: The entire connection will be dropped.
+
+A demo can be found in `filter_demo.c`.
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