Adding support for mutliple mcp server connections

[anotherdish]

Langchain supports session management and connection to multiple mcp servers (see here), which is a nice feature to have. This PR is heavily inspired/is based on langchain's implementation of their MultiServerMCPClient

[chenmoneygithub]

@anotherdish Thanks for the PR! I am unsure if we want to rely on Langchain API to handle MCP inside DSPy. For multiple MCP connection, can we just run dspy_tools.append(dspy.Tool.from_mcp_tool(session, tool)) for each of them?

[anotherdish]

@chenmoneygithub ya that makes sense. are we interested in having a class to handle the multiple mcp connections (like the MultiServerMCPClient class)? their implementation is nice for its support of automatically creating new client sessions if one doesn't already exist