docs: Update client.md

[a-klos]

This pull request updates the documentation in docs/mcp/client.md to improve clarity and provide additional context for creating an MCP client. The changes primarily focus on enhancing the inline comments and the step-by-step instructions.

Documentation improvements:

• Updated inline comments in the code example to provide clearer explanations for defining the MCP server, creating the agent, and running the MCP server session.
• Revised the numbered list under the async def main(): section to align with the updated inline comments, ensuring consistency and better guidance for users.

[hyperlint-ai]

PR Change Summary

Updated documentation for the MCP client to enhance clarity and provide additional context.

• Improved inline comments in the code example for better understanding.
• Revised step-by-step instructions to align with updated comments.

Modified Files

• docs/mcp/client.md

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[Kludex]

Thanks! :)