Improve documentation on how to write hosts/client implementations

[mii9000]

related to this discussion: https://github.com/orgs/modelcontextprotocol/discussions/5#discussion-7557655

[ArsenicBismuth]

And this: https://github.com/modelcontextprotocol/python-sdk/discussions/71

Tho in my discussion, I managed to connect my Claude (Python API) just fine to the Brave MCP server. So, if anyone is interested, they can check it.

[Nikhil-Kasukurthi]

The specification for host capabilities is quite extensive and very well written. An accompanying implementation would be very helpful, specially around handling orchestration of responsibilities.