Add Learn MCP page

[TomeHirata]

MCP has more and more popularity, so we should document how to use MCP with DSPy in the main section in addition to the existing tutorial.

[Copilot]

Pull Request Overview

This PR adds documentation for using the Model Context Protocol (MCP) with DSPy, expanding the programming section to include comprehensive MCP integration guidance. The documentation explains how to use MCP tools with DSPy agents and provides practical examples for different connection types.

Key changes:

• Added MCP documentation page to the programming section
• Provided installation instructions and usage examples for both stdio and HTTP MCP servers
• Included examples for creating MCP servers and converting tools to DSPy format

Reviewed Changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 1 comment.

File	Description
docs/mkdocs.yml	Added MCP page to navigation under programming section
docs/docs/learn/programming/mcp.md	New comprehensive documentation covering MCP installation, usage patterns, server creation, and tool conversion

---

_{Tip: Customize your code reviews with copilot-instructions.md. Create the file or learn how to get started.}

[TomeHirata]

The test failure is not related to this PR

[chenmoneygithub]

I think users will be confused about "As long as you have an mcp.ClientSession", because it's not a well-known thing for many people.

We should maybe add a short paragraph to explain how DSPy manages the connections to the MCP server - we utilize the native MCP session for all connection types, and don't provide extra features for connection handling

[chenmoneygithub]

LGTM!