How do I set up or build an MCP Server?

Setting up an MCP server typically involves downloading and installing the server software provided by the specific application you intend to use it with (e.g., Perplexity AI). The setup process might include configuring network settings, such as port numbers, and granting necessary permissions for the server to access local resources. Building a custom MCP server would involve software development skills and understanding the communication protocols required by the client application. For specific 'how-to' guides related to tools like Perplexity AI, Cursor, or Claude, refer to their official documentation or support resources.