docs: Document MCP HTTP OAuth support (#52240)

The feature was implemented in
https://github.com/zed-industries/zed/pull/51768.

Release Notes:

- N/A

---------

Co-authored-by: Kunall Banerjee <hey@kimchiii.space>

docs/src/ai/mcp.md

@@ -56,6 +56,9 @@ You can connect them by adding their commands directly to your settings file ([h
     "remote-mcp-server": {
       "url": "custom",
       "headers": { "Authorization": "Bearer <token>" }
+    },
+    "remote-mcp-server-with-oauth": {
+      "url": "https://mcp.example.com/mcp"
     }
   }
 }
@@ -64,6 +67,8 @@ You can connect them by adding their commands directly to your settings file ([h
 Alternatively, you can also add a custom server by accessing the Agent Panel's Settings view (also accessible via the `agent: open settings` action).
 From there, you can add it through the modal that appears when you click the "Add Custom Server" button.
 
+> Note: When a remote MCP server has no configured `"Authorization"` header, Zed will prompt you to authenticate yourself against the MCP server using the standard MCP OAuth flow.
+
 ## Using MCP Servers
 
 ### Configuration Check