Fix broken link in client.mdx and server.mdx

[vlttnv]

The link to "Building MCP with LLMs" in client.mdx and server.mdx is broken. Fixing it to point to the correct path /tutorials/building-mcp-with-llms

Motivation and Context

Fixes a broken link

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