Add Tutorial for Claude CLI MCP integration

[sameehj]

Try to run Claude CLI while configuring ebpf-mcp as an MCP server. Once successful, create a documentation.

[sameehj]

Tried to run with Claude CLI but got

(base) user@MonkeyPro test_claude_cli % claude --debug                          
╭───────────────────────────────────────────────────╮
│ ✻ Welcome to Claude Code!                         │
│                                                   │
│   /help for help, /status for your current setup  │
│                                                   │
│   cwd: /Users/user/test_claude_cli                │
╰───────────────────────────────────────────────────╯

 Tips for getting started:

 1. Ask Claude to create a new app or clone a repository
 2. Use Claude to help with file analysis, editing, bash commands and git
 3. Be as specific as you would with another engineer for the best results
 4. ✔ Run /terminal-setup to set up terminal integration
[DEBUG] MCP server "ebpf-server": SSE Connection error: {"url":"http://localhost:8080/mcp","error":"SSE error: Non-200 status code (202)","stack":"Error: SSE error: Non-200 status code (202)\n    at _eventSource.onerror (file:///usr/local/lib/node_modules/@anthropic-ai/claude-code/cli.js:1364:13931)\n    at wm.ro (file:///usr/local/lib/node_modules/@anthropic-ai/claude-code/cli.js:1364:4946)\n    at file:///usr/local/lib/node_modules/@anthropic-ai/claude-code/cli.js:1364:1799\n    at process.processTicksAndRejections (node:internal/process/task_queues:105:5)"}
[ERROR] MCP server "ebpf-server" Error: SSE error: Non-200 status code (202)
[DEBUG] MCP server "ebpf-server": Connection failed: Error: SSE error: Non-200 status code (202)
[DEBUG] MCP server "ebpf-server": Error message: SSE error: Non-200 status code (202)
[DEBUG] MCP server "ebpf-server": Error stack: Error: SSE error: Non-200 status code (202)
    at _eventSource.onerror (file:///usr/local/lib/node_modules/@anthropic-ai/claude-code/cli.js:1364:13931)
    at wm.ro (file:///usr/local/lib/node_modules/@anthropic-ai/claude-code/cli.js:1364:4946)
    at file:///usr/local/lib/node_modules/@anthropic-ai/claude-code/cli.js:1364:1799
    at process.processTicksAndRejections (node:internal/process/task_queues:105:5)
[ERROR] MCP server "ebpf-server" Connection failed: SSE error: Non-200 status code (202)

[sameehj]

Issue fixed, now claude has support for http instead of the SSE we were using in the commen above.

The tutorial for setting up claude-cli is in docs/