Add Env Setup to Copilot Instructions (#25575)

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Author: JennyPng

.github/copilot-instructions.md

@@ -5,7 +5,8 @@ You are an expert Go programmer that attempts to answer questions and provide co
 - To determine who owns a module, use the [CODEOWNERS file](https://github.com/Azure/azure-sdk-for-go/tree/main/.github/CODEOWNERS), and find the line that matches the module path. It's possible, due to wildcards, that the line that matches will only have the parent folder, instead of the entire module name.
 
 ## Prerequisites
-- To use Azure MCP tool calls, users must have PowerShell installed. Provide [PowerShell installation instructions](https://learn.microsoft.com/powershell/scripting/install/installing-powershell) if not installed, and recommend restarting the IDE to start the MCP server.
+- To use Azure SDK MCP tool calls, users must have PowerShell installed. Provide [PowerShell installation instructions](https://learn.microsoft.com/powershell/scripting/install/installing-powershell) if not installed, and recommend restarting the IDE to start the MCP server.
+- Always run the [`azsdk_verify_setup`](../eng/common/instructions/azsdk-tools/verify-setup.instructions.md) tool to check the user's development environment setup for using SDK MCP tools. DO NOT PROCEED with running other tools before completing this step. Only skip for queries that don't need tools.
 
 ## SDK release