[Feature] Add a per-step preflight callout to every step (02-09)

[pmalarme]

Problem or opportunity

scripts/preflight.py already supports per-step validation via --step N, with checks tailored to each step's requirements (e.g. step 3 verifies MCP_SERVER_LABEL / MCP_SERVER_URL, step 5 verifies AZURE_AI_SEARCH_ENDPOINT / AZURE_AI_SEARCH_INDEX_NAME).

However, only Step 0 (docs/steps/00-intro.md) and Step 1 (docs/steps/01-basic.md) actually instruct learners to run preflight. Steps 02–09 never mention it. As a result, learners can start a step with missing or misconfigured .env values and only discover the problem via cryptic runtime errors mid-step, rather than catching it up front.

Proposed improvement

Add a "Before you start" preflight callout to each of steps 02–09, matching the pattern already used at the top of docs/steps/01-basic.md:

Before you start: ... If python scripts/preflight.py --step N is green, you're ready.

Details:

• Use the correct --step N value for each step's doc.
• Mirror the existing dual-command guidance (activated .venv vs. uv run) already used elsewhere in the docs.
• Keep wording consistent with the Step 1 callout so the experience is uniform across steps.

Affected files:

• docs/steps/02-tools.md
• docs/steps/03-mcp.md
• docs/steps/04-toolbox.md
• docs/steps/05-rag.md
• docs/steps/06-skills.md
• docs/steps/07-multi-agent.md
• docs/steps/08-workflow.md
• docs/steps/09-memory.md

Alternatives considered

• Only recommending preflight generically (no per-step callout) — rejected: less actionable and doesn't leverage the existing --step checks.
• Expanding preflight's per-step checks — out of scope here; this issue is purely about surfacing the existing capability in the docs.

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Migrated from pmalarme/foundry-workshop-template#57.