docs: Add Sovereign Cloud configuration instructions to README

[Copilot]

Users targeting Azure sovereign clouds (China, US Government) had no guidance on how to configure the Azure MCP server away from the default public cloud endpoint.

Changes

• README.md — New Sovereign Cloud Configuration section covering:
  • Where to find the installed plugin's .mcp.json (~/.copilot/installed-plugins/ / %USERPROFILE%\.copilot\installed-plugins\)
  • Ready-to-use config snippets for AzureChinaCloud and AzureUSGovernment via the --cloud server argument:

    {
      "mcpServers": {
        "azure": {
          "command": "npx",
          "args": ["-y", "@azure/mcp@latest", "server", "start", "--cloud", "AzureChinaCloud"]
        }
      }
    }

  • Pre-authentication commands table for Azure CLI, Azure PowerShell, and Azure Developer CLI per cloud
  • Link to Connect to sovereign clouds on MS Learn

Warning

Firewall rules blocked me from connecting to one or more addresses (expand for details)

I tried to connect to the following addresses, but was blocked by firewall rules:

• learn.microsoft.com
  • Triggering command: /home/REDACTED/work/_temp/ghcca-node/node/bin/node /home/REDACTED/work/_temp/ghcca-node/node/bin/node --enable-source-maps /home/REDACTED/work/_temp/copilot-developer-action-main/dist/index.js (dns block)

If you need me to access, download, or install something from one of these locations, you can either:

• Configure Actions setup steps to set up my environment, which run before the firewall is enabled
• Add the appropriate URLs or hosts to the custom allowlist in this repository's Copilot coding agent settings (admins only)

[Copilot]

Pull request overview

Adds end-user documentation to help configure the Azure MCP server for Azure sovereign clouds (China, US Government) instead of the default public cloud.

Changes:

• Introduces a new “Sovereign Cloud Configuration” section in the root README.
• Provides example .mcp.json snippets using --cloud for China and US Government.
• Adds a pre-authentication command table for Azure CLI, Azure PowerShell, and Azure Developer CLI, plus a link to MS Learn.