Update copilot instructions to include azure-sdk-mcp config info (#47535)

Author: samvaity

.github/copilot-instructions.md

@@ -25,11 +25,50 @@ The Azure SDK for Java repository contains client libraries for Azure services,
 ### 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.
-- When using Copilot from Visual Studio or VS Code (not applicable when using Coding Agent on Github.com):
+- See the next section for how to set up the Azure SDK MCP server in your IDE for advanced Copilot features.
+- When using Copilot from IntelliJ, Visual Studio, VS Code (not applicable when using Coding Agent on Github.com):
   - **Always run** the [`azsdk_verify_setup`](../eng/common/instructions/azsdk-tools/verify-setup.instructions.md) tool first to validate the user's development environment for SDK MCP tools.
   - **Do not proceed** with any other tool execution until this step is complete.
   - **Skip this check only** for queries that do not require tool execution.
 
+## Azure SDK MCP Server: Quick Start
+
+The Azure SDK MCP server enables advanced Copilot-powered automation, validation, and Azure-specific guidance in your IDE.
+
+| IDE      | Config File Location               | What to Do                |
+|----------|------------------------------------|---------------------------|
+| IntelliJ | `github-copilot/intellij/mcp.json` | Add the JSON config below |
+
+### Configuration Example
+
+#### IntelliJ (`github-copilot/intellij/mcp.json`)
+```json
+{
+  "servers": {
+    "azure-sdk-mcp": {
+      "type": "stdio",
+      "command": "pwsh",
+      "args": [
+        "<Path to azure-sdk-for-java repo>/eng/common/mcp/azure-sdk-mcp.ps1",
+        "-Run"
+      ]
+    }
+  }
+}
+```
+
+- Make sure PowerShell is installed and available in your system PATH.
+- Replace `<Path to azure-sdk-for-java repo>` with the absolute path to your local clone of the Azure SDK for Java repository.
+
+### Troubleshooting
+
+- If IntelliJ does not detect the MCP server, double-check the path and file name.
+- Start the server manually with:
+  ```powershell
+  eng/common/mcp/azure-sdk-mcp.ps1 -Run
+  ```
+- For more help, see [eng/common/mcp/README.md](../eng/common/mcp/README.md) or open an issue.
+
 ## Behavior
 
 - Always ensure your solutions prioritize clarity, maintainability, and testability.