[DOC/TEST] Docs: add external agent integration guide and runnable example

[SHIVANSH-ux-ys]

Reference Issues/PRs

Fixes #414
Fixes #419

What does this implement/fix? Explain your changes.

Recent feedback from agent integrators indicated that running sktime-mcp inside a local custom agent repository often fails with ModuleNotFoundError because developers try to import from a sibling directory without an editable install.

Additionally, developers wanted a concrete, script-based example of an external agent backend interacting with the raw tool API (loading data, getting metadata, evaluating).

This PR resolves both by:

1. Adding an "Integrating with External Agents" section to the README.md explicitly instructing users to use pip install -e . or PYTHONPATH.
2. 2. Adding examples/external_agent_integration.py which demonstrates a complete external integration loop using custom data.

Does your contribution introduce a new dependency? If yes, which one?

No.

What should a reviewer concentrate their feedback on?

N/A - purely documentation and examples.

PR checklist

• I have read the CONTRIBUTING guide.
• - [x] I have checked that my PR does not duplicate an existing PR.
• - [x] I have checked that there is an existing issue for this PR, if applicable.
• - [x] My code follows the project's coding standards.

[SHIVANSH-ux-ys]

Closing this in favor of the existing PR #420. Apologies for the duplicate effort!