feat(setup): add Claude Desktop target and MCP-first agent setup

Adds `ktx mcp stdio` and a `claude-desktop` setup target that generates a
local plugin ZIP wiring the analytics skill and a stdio MCP config. Replaces
the CLI-only agent install mode with MCP+analytics (default) and an optional
admin CLI skill, renames the research skill to analytics, and lets interactive
setup pick project vs global scope when every target supports it. Extracts a
shared MCP server factory used by both HTTP and stdio entrypoints.

packages/cli/src/commands/setup-commands.ts

@@ -218,6 +218,7 @@ export function registerSetupCommands(program: Command, context: KtxCliCommandCo
     .addOption(
       new Option('--target <target>', 'Agent target').choices([
         'claude-code',
+        'claude-desktop',
         'codex',
         'cursor',
         'opencode',