fix(docs): the copilot cli mcp configuration location

[JonZeolla]

Why:

Closes: #40682

What's being changed (if available, include any code snippets, screenshots, or gifs):

This changes the directory for copilot cli to be the same directory that /mcp add uses

Check off the following:

• A subject matter expert (SME) has reviewed the technical accuracy of the content in this PR. In most cases, the author can be the SME. Open source contributions may require an SME review from GitHub staff.
• The changes in this PR meet the docs fundamentals that are required for all content.
• All CI checks are passing and the changes look good in the review environment.

[Copilot]

Pull Request Overview

This PR updates the documentation to correct the default directory location for MCP (Model Context Protocol) server configuration files in Copilot CLI from ~/.config to ~/.copilot, aligning it with the actual directory used by the /mcp add command.

• Updates the directory path in the MCP server configuration documentation
• Removes reference to the XDG_CONFIG_HOME environment variable override

[github-actions]

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Table of review links

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The table shows the files in the content directory that were changed in this pull request. This helps you review your changes on a staging server. Changes to the data directory are not included in this table.

Source	Review	Production	What Changed
copilot/how-tos/use-copilot-agents/use-copilot-cli.md	fpt ghec	fpt ghec

Key: fpt: Free, Pro, Team; ghec: GitHub Enterprise Cloud; ghes: GitHub Enterprise Server

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[Sharra-writes]

@JonZeolla Someone actually already opened a PR for this, and I just finished merging it. 😅 I'm going to close this and your issue for that reason, but the good news is that it's fixed and should show up in the docs within 24 hours!

[JonZeolla]

Hi @Sharra-writes

Are you certain that #40561 is accurate? It left behind the env var which doesn't seem to be honored. I removed that here