Fixes to stdio_client to support Windows more robustly

[saqadri]

This change should fix most cases of #359, with issues spawning stdio MCP servers on Windows.

Motivation and Context

There is a somewhat longstanding issue with stdio_cleint that it doesn't work on Windows.
Example:

Servers running with "npx" have problems because of the way "npx" command is handled in Windows (it is typically stored as a ps1 script):

mcp:
  servers:
    todoist:
      command: "npx"
      args: [ "@abhiz123/todoist-mcp-server", "-y"]
    brave-search:
      command: "npx"
      args: ["@modelcontextprotocol/server-brave-search", "-y"]
    fetch:
      command: "uvx"
      args: ["mcp-server-fetch"]

Replacing "npx" with "npx.cmd" usually mitigates this, but that makes the command platform-specific.
This change adds some of that handling in the stdio_client itself, and adds helpers for processing the command and spawning a process in platform-specific ways.

How Has This Been Tested?

Tested on Windows VM in Azure using all mcp-agent examples. All of them use stdio_client, and all of them now work.

Note: for using with streamlit, I had to add an additional change which I didn't add to this PR, since it may not belong to the SDK:

asyncio.set_event_loop_policy(asyncio.WindowsProactorEventLoopPolicy())

In addition:

• All tests pass
• some pyright failures in repo, but unrelated to this change

Breaking Changes

None

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Additional context

Open to feedback on how to make this more elegant.

[dsp-ant]

I really appreciate the work to make windows work. I have too little understanding of windows to have a strong opinion. Some minor comments. Throwing it back at you, but happy to merge with the minor changes that I requested.

In general it might be worthwhile to start a src/mcp/client/stdio/ folder and move stdio.py to src/mcp/client/stdio/__init__.py or whatever, so that we can have a src/mcp/client/stdio/win32.py, or even just have a helper src/mcp/platform/win32/.

[dsp-ant]

What exception could happen here? Can we add at least a comment or be more specific about the exception?

[saqadri]

The main one I was worried about is any exceptions thrown by shutil.which(). I never hit this clause, so I can also remove it if you prefer

[dsp-ant]

sorry meant to request changes to get it back to your queue.

[saqadri]

@dsp-ant thanks for the prompt review! I believe I've addressed everything