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DOC: add practical mcp client setup guide#437

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biru-codeastromer wants to merge 1 commit intosktime:mainfrom
biru-codeastromer:docs/mcp-client-setup-guide
Open

DOC: add practical mcp client setup guide#437
biru-codeastromer wants to merge 1 commit intosktime:mainfrom
biru-codeastromer:docs/mcp-client-setup-guide

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@biru-codeastromer
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this adds a practical setup guide for using sktime-mcp with real mcp clients and local agent projects.

right now the repo has bits of setup information in a few places, but not one page that someone can follow when they are trying to connect claude desktop, cursor, vscode style clients, or a custom local agent.

this pr adds a new client setup page and links it from the getting started docs.

it covers:

  • install and run options
  • claude desktop config
  • cursor or vscode style config
  • custom local agent setup
  • a quick sanity check workflow
  • common setup mistakes and how to fix them

i also checked that the docs build still succeeds locally.

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