Add server startup logging

[olaservo]

Motivation and Context

While debugging an issue with starting the proxy server, its helpful to see a log when the app is listening successfully.

How Has This Been Tested?

Tested on my Windows and Mac OS machines.

Breaking Changes

None

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Additional context

None