Use context manager

[benoitblanc]

Hi,

This PR is similar to the one I have submitted few weeks ago here: https://github.com/qwc-services/qwc-permalink-service/pull/14

It takes into account Connection and Session objects.

Docs:

• https://docs.sqlalchemy.org/en/20/core/connections.html#basic-usage
• https://docs.sqlalchemy.org/en/20/core/connections.html#using-transactions
• https://docs.sqlalchemy.org/en/20/orm/session_basics.html#opening-and-closing-a-session

Thanks

[manisandro]

Thanks!