Add MCP usage documentation

[friggeri]

This is a follow up to #9, we should add documentation on how to pass custom MCP servers across all client SDKs

[github-actions]

Thanks for opening this issue, @friggeri!

I've labeled this as documentation and enhancement since it's a request to add MCP usage documentation across all SDKs. I've also applied all SDK labels (sdk/dotnet, sdk/go, sdk/nodejs, sdk/python) since this affects all language implementations.

This is a clear follow-up to #9 to provide comprehensive MCP server documentation for all client SDKs.

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