Add pointer to Streamable HTTP Transport in the User Guide

Author: evalstate

docs/docs/concepts/transports.mdx

@@ -129,6 +129,14 @@ Use stdio when:
 
 ### Server-Sent Events (SSE)
 
+<Warning>
+
+The SSE Transport has been [**replaced**](http://modelcontextprotocol.io/specification/2025-03-26/changelog#major-changes) with a more
+flexible [Streamable HTTP](http://modelcontextprotocol.io/specification/2025-03-26/basic/transports) transport. Refer to the [Specification](http://modelcontextprotocol.io/specification/2025-03-26/basic/transports)
+and latest SDKs for the most recent information.
+
+</Warning>
+
 SSE transport enables server-to-client streaming with HTTP POST requests for client-to-server communication.
 
 Use SSE when: