feat(mcp): Add info about setting auth & headers (#226)

As we've gotten a couple questions about it

---------

Co-authored-by: Mackenzie Zastrow <zastrowm@users.noreply.github.com>

Author: zastrowm

docs/user-guide/concepts/tools/mcp-tools.md

@@ -75,6 +75,22 @@ with streamable_http_mcp_client:
     agent = Agent(tools=tools)
 ```
 
+You can configure additional properties - like authentication and headers - when creating the `streamablehttp_client`. All configuration options from the [MCP Python SDK](https://github.com/modelcontextprotocol/python-sdk) are supported:
+
+```python
+import os
+from strands.tools.mcp.mcp_client import MCPClient
+from mcp.client.streamable_http import streamablehttp_client
+
+github_http_mcp_client = MCPClient(
+    lambda: streamablehttp_client(
+        url="https://api.githubcopilot.com/mcp/", 
+        # Get pat token from here: https://github.com/settings/personal-access-tokens
+        headers={"Authorization": f"Bearer {os.getenv('MCP_PAT')}"}
+    )
+)
+```
+
 ### 3. Server-Sent Events (SSE)
 
 For HTTP-based MCP servers that use Server-Sent Events transport: