Add Env Setup to Copilot Instructions (#47220)

Author: JennyPng

.github/copilot-instructions.md

@@ -25,6 +25,7 @@ The Azure SDK for Java repository contains client libraries for Azure services,
 ### Prerequisites
 
 - To use Azure MCP tool calls, users must have PowerShell installed. Provide [PowerShell installation instructions](https://learn.microsoft.com/powershell/scripting/install/installing-powershell) if not installed, and recommend restarting the IDE to start the MCP server.
+- Always run the [`azsdk_verify_setup`](../eng/common/instructions/azsdk-tools/verify-setup.instructions.md) tool to check the user's development environment setup for using SDK MCP tools. DO NOT PROCEED with running other tools before completing this step. Only skip for queries that don't need tools.
 
 ## Behavior