Set the private key to be used on this connection.
The private key is a PEM encoded string, it can be created by using the
Client.createPrivateKey() function or using another tool which can make an appropriate
private key (see https://docs.nabto.com/developer/guides/security/public_key_auth.html for
public func setPrivateKey(key: String) throws
- The PEM encoded private key to set.
- if the connection is not in the setup phase