This function intialises an EVP_PKEY to contain a provider side internal
key.

We take the opportunity to also document the older EVP_PKEY_set_type()
and EVP_PKEY_set_type_str().
Reviewed-by: NMatt Caswell <matt@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/11375)