statemachines.md: add the state image

With an associated explanation of the shown states

internals/statemachines.md

@@ -1,17 +1,38 @@
 # Everything is state machines
 
-To facilitate that non-blocking nature, the curl source is full of state
-machines. Work on as much data as there is and drive the state machine to
-where it can go based on what's available and allow the functions to continue
-from that point later on when more data arrives that then might drive the
-state machine further.
+To facilitate non-blocking behavior all through, the curl source is full of
+state machines. Work on as much data as there is and drive the state machine
+to where it can go based on what's available and allow the functions to
+continue from that point later on when more data arrives that then might drive
+the state machine further.
 
 There are such states in many different levels for a given transfer and the
 code for each particular protocol may have its own set of state machines.
 
+## mstate
+
 One of the primary states is the main transfer "mode" the easy handle holds,
 which says if the current transfer is resolving, waiting for a resolve,
 connecting, waiting for a connect, issuing a request, doing a transfer etc
 (see the `CURLMstate` enum in `lib/multihandle.h`). Every transfer done with
 libcurl has an associated easy handle and every easy handle will exercise that
 state machine.
+
+The image below shows all states and possible state transitions. See further
+explanation below.
+
+![libcurl transfer state machine](slide-transfer-state-machine.jpg)
+
+All transfers start in **INIT** and they end in **MSGSENT**
+
+**yellow**: the initial setting-up states
+
+**blue**: resolving names and setting up the connection
+
+**green**: initiating and setting up the transfer
+
+**white**: the transfer
+
+**red**: post-transfer
+
+All states within the striped area have an associated connection.