docs: add Claude Code connection guide

[kushdab]

Closes #39.

Summary

Adds a dedicated ## Connection Guides section with a Claude Code subsection that explicitly shows:

• How to configure .mcp.json in your project root
• The required "type": "http" field (the missing piece that caused [Connection guide] Claude Code #39)
• API token variant with an Authorization header example

As reported in #39, users connecting Claude Code would hit a silent failure without the "type": "http" field even though the correct JSON is shown in the existing OAuth section. A dedicated connection guide removes ambiguity.

[mattzcarey]

Thanks for the contribution! We're consolidating the Claude Code connection guide work into #119, which adds a dedicated guide at docs/connection-guides/claude-code.md, so closing this one as a duplicate of that effort.