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[Documentation]: Add Unix socket and SSE transport types to MCP Integration Guide #6739

@Ttian18

Description

@Ttian18

Summary

The MCP client supports four transport types (stdio, http, unix, sse), but the MCP Integration Guide only documents STDIO and HTTP. Unix and SSE were added in PR #6531 but docs weren't updated.

Scope

  1. Transport Types section — Add ### Unix Socket Transport and ### SSE Transport subsections after ### HTTP Transport, with configuration details and usage examples
  2. Overview line (line 9) — Update "via STDIO or HTTP transport" to include all four
  3. Best Practices section — Add guidance on when to choose Unix/SSE over HTTP/STDIO

Acceptance Criteria

  • Unix socket transport is documented with config fields (url, socket_path) and example
  • SSE transport is documented with config fields (url, headers) and example
  • Overview and Best Practices sections updated to reflect all four transports

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