Added example with MCP and authentication (#1389)

Co-authored-by: Eric Zhu <ekzhu@users.noreply.github.com>

python/samples/getting_started/mcp/README.md

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+# MCP (Model Context Protocol) Examples
+
+This folder contains examples demonstrating how to work with MCP using Agent Framework.
+
+## What is MCP?
+
+The Model Context Protocol (MCP) is an open standard for connecting AI agents to data sources and tools. It enables secure, controlled access to local and remote resources through a standardized protocol.
+
+## Examples
+
+| Sample | File | Description |
+|--------|------|-------------|
+| **Agent as MCP Server** | [`agent_as_mcp_server.py`](agent_as_mcp_server.py) | Shows how to expose an Agent Framework agent as an MCP server that other AI applications can connect to |
+| **API Key Authentication** | [`mcp_api_key_auth.py`](mcp_api_key_auth.py) | Demonstrates API key authentication with MCP servers |
+
+## Prerequisites
+
+- `OPENAI_API_KEY` environment variable
+- `OPENAI_RESPONSES_MODEL_ID` environment variable

python/samples/getting_started/mcp/mcp_api_key_auth.py

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+# Copyright (c) Microsoft. All rights reserved.
+
+import os
+
+from agent_framework import ChatAgent, MCPStreamableHTTPTool
+from agent_framework.openai import OpenAIResponsesClient
+
+"""
+MCP Authentication Example
+
+This example demonstrates how to authenticate with MCP servers using API key headers.
+
+For more authentication examples including OAuth 2.0 flows, see:
+- https://github.com/modelcontextprotocol/python-sdk/tree/main/examples/clients/simple-auth-client
+- https://github.com/modelcontextprotocol/python-sdk/tree/main/examples/servers/simple-auth
+"""
+
+
+async def api_key_auth_example() -> None:
+    """Example of using API key authentication with MCP server."""
+    # Configuration
+    mcp_server_url = os.getenv("MCP_SERVER_URL", "your-mcp-server-url")
+    api_key = os.getenv("MCP_API_KEY")
+
+    # Create authentication headers
+    # Common patterns:
+    # - Bearer token: "Authorization": f"Bearer {api_key}"
+    # - API key header: "X-API-Key": api_key
+    # - Custom header: "Authorization": f"ApiKey {api_key}"
+    auth_headers = {
+        "Authorization": f"Bearer {api_key}",
+    }
+
+    # Create MCP tool with authentication headers
+    async with (
+        MCPStreamableHTTPTool(
+            name="MCP tool",
+            description="MCP tool description",
+            url=mcp_server_url,
+            headers=auth_headers,  # Authentication headers
+        ) as mcp_tool,
+        ChatAgent(
+            chat_client=OpenAIResponsesClient(),
+            name="Agent",
+            instructions="You are a helpful assistant.",
+            tools=mcp_tool,
+        ) as agent,
+    ):
+        query = "What tools are available to you?"
+        print(f"User: {query}")
+        result = await agent.run(query)
+        print(f"Agent: {result.text}")