doc: A page in extension to show the recommended ways to integrate with non-openai models

[ekzhu]

We need a documentation page in the Extensions to show the recommended ways to integrate with non-OpenAI models:

• Azure AI Studio / Azure AI Inference: Added Azure AI Chat Completion Client #4723
• GitHub Models: use OpenAIChatCompletionClient
• Ollama: Ollama client #3817
• AWS Bedrock: use semantic kernel adapter
• Gemini: use semantic kernel adapter
• Claude: use semantic kernel adapter

Reference: semantic kernel connectors: https://github.com/microsoft/semantic-kernel/tree/main/python/semantic_kernel/connectors/ai

Also, update the tutorial documentation in both AgentChat and Core to point to this page for non-OpenAI models and local models.