Add SECURITY.md with GitHub Security Advisories guidance

SECURITY.md

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+# Security Policy
+
+Thank you for helping keep the Model Context Protocol and its ecosystem secure.
+
+## Reporting Security Issues
+
+If you discover a security vulnerability in this repository, please report it through
+the [GitHub Security Advisory process](https://docs.github.com/en/code-security/security-advisories/guidance-on-reporting-and-writing-information-about-vulnerabilities/privately-reporting-a-security-vulnerability)
+for this repository.
+
+Please **do not** report security vulnerabilities through public GitHub issues, discussions,
+or pull requests.
+
+## What to Include
+
+To help us triage and respond quickly, please include:
+
+- A description of the vulnerability
+- Steps to reproduce the issue
+- The potential impact
+- Any suggested fixes (optional)