.Net: Add details about remote MCP SSE servers and authentication (#11688)

Closes: #11200

Author: SergeyMenshykh

dotnet/samples/Demos/ModelContextProtocolClientServer/README.md

@@ -106,4 +106,17 @@ To debug the MCP server in Visual Studio, follow these steps:
 4. In the `Attach to Process` dialog, find the `MCPServer.exe` process and select it.  
 5. Click `Attach` to attach the debugger to the process.  
 6. Once the debugger is attached, access the MCP server tools, prompts, or resources using the MCP Inspector or the Claude desktop app. 
-   This will trigger the breakpoints you set in the MCP server code.
+   This will trigger the breakpoints you set in the MCP server code.
+
+## Remote MCP Server
+
+The MCP specification supports remote MCP servers. You can find more information at the following links:
+ [Server-Side Events (SSE)](https://modelcontextprotocol.io/docs/concepts/transports#server-sent-events-sse) and [HTTP with SSE](https://modelcontextprotocol.io/specification/2024-11-05/basic/transports#http-with-sse).
+   
+The [MCP C# SDK](https://github.com/modelcontextprotocol/csharp-sdk) provides all the necessary components to easily create a remote MCP server.
+To get started, follow this sample: [AspNetCoreSseServer](https://github.com/modelcontextprotocol/csharp-sdk/tree/main/samples/AspNetCoreSseServer).
+
+## Authentication
+
+While details of native support for OAuth 2.1 are [still being discussed](https://github.com/modelcontextprotocol/modelcontextprotocol/pull/284), you can consider a solution based on APIM 
+acting as an [AI Gateway](https://github.com/Azure-Samples/AI-Gateway). This approach is demonstrated by the sample: [Secure Remote Microsoft Graph MCP Servers using Azure API Management (Experimental)](https://github.com/Azure-Samples/remote-mcp-apim-appservice-dotnet).