DOC: Add support for custom user agent in the tutorial for openai

[remyleone]

URL

https://python.langchain.com/docs/integrations/llms/openai/

Checklist

• I added a very descriptive title to this issue.
• I included a link to the documentation page I am referring to (if applicable).

Issue with current documentation:

There is no explicit section in this documentation about how to override the default openai client to put custom user agent information. This is problematic because from an analytics perspective langchain shows up nowhere in our logs. Purely from analytics data, we cannot see if our customers are using langchain.

Idea or request for content:

Either add a default langchain custom user agent that says something like:
User-Agent: langchain/v1.2.3 openai/python v1.2.3
that would be helpful to show up that langchain is used and this can be proved.

or add in the documentation a way to add a custom User-Agent that would be weaker because it would suppose that all customer will add this header but it is better than nothing :)