Examples/esp_modem: Fix broken links, add details on using the example

examples/cxx/experimental/esp_modem_cxx/README.md

@@ -13,6 +13,50 @@ It uses modem CMUX mode so that commands and network could be used at the same t
 
 ## About the esp_modem
 
-Please check the component [README](managed_components/espressif__esp_modem/README.md)
+The esp_modem component is deployed automatically when building this example. It will be located inside this example directory, in relative path `managed_components/espressif__esp_modem`. 
+You can find a brief introduction in the root directory of the component, in the main `README.md` for  or a full html documentation in the relative path `docs/html/index.html`.
 
-Or refer to the component's [documentation](managed_components/espressif__esp_modem/docs/html/index.html)
+## How to use example
+
+### Hardware Required
+
+To run this example, you need an ESP32 dev board connected to a GSM/4G cellular module, which supports AT commands and PPP connectivity.
+The example uses UART to communicate with the modem and it uses the below pin assignment:
+
+| ESP32  | Cellular Modem |
+| ------ | -------------- |
+| GPIO25 | RX             |
+| GPIO26 | TX             |
+| GND    | GND            |
+
+### Configure the project
+
+* Choose the modem module in `Choose supported modem device(DCE)` option.
+* Set the access point name in `Set Access Point Name(APN)` option, which should depend on the operator of your SIM card.
+* Enable `EXAMPLE_NEED_SIM_PIN`: To unlock the SIM card with a PIN code if needed
+
+## Example Output
+
+The example will unlock the SIM card (if enabled) and enter the CMUX mode. 
+Then it would initiate the connection to a public MQTT broker and at the same time reading some data using AT commands.
+
+```
+I (571) uart: queue free spaces: 30
+I (1731) cmux_example: Modem has correctly entered multiplexed command/data mode
+I (2241) cmux_example: Operator name: "OperatorName"
+I (7781) esp-netif_lwip-ppp: Connected
+I (7781) esp-netif_lwip-ppp: Name Server1: xxx.xxx.xxx.xxx
+I (7781) esp-netif_lwip-ppp: Name Server2: xxx.xxx.xxx.xxx
+I (7781) cmux_example: Got IP address
+I (7791) cmux_example: IP          : xxx.xxx.xxx.xxx
+I (7791) cmux_example: Netmask     : xxx.xxx.xxx.xxx
+I (7801) cmux_example: Gateway     : xxx.xxx.xxx.xxx
+I (7801) system_api: Base MAC address is not set
+I (7811) system_api: read default base MAC address from EFUSE
+I (9061) cmux_example:  TOPIC: /topic/esp-modem
+I (9061) cmux_example:  DATA: Hello modem
+I (9061) cmux_example: Data received
+I (9211) cmux_example: Modem IMSI number: xxxxxxxxxxxxxxxx
+I (21221) esp-netif_lwip-ppp: User interrupt
+I (21221) esp_modem_netif: PPP state changed event 5
+```