DOC: add practical mcp client setup guide

[biru-codeastromer]

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.

[Shashankss1205]

Since this PR was opened the docs were restructured (#435) and docs/source/quickstart.md now covers Claude Desktop and Cursor/VS Code configuration plus a verification step; the sanity-check flow in the new page uses list_estimators/instantiate_estimator/fit_predict, which were replaced by query_registry/instantiate/fit+predict (#460). Closing as overlapping with the current quickstart; a fresh small PR against it using current tool names is welcome if the 'common mistakes' section adds something.