I had the same problem.
With info:
Version: 1.1.5 (Universal)
VSCode Version: 1.96.2
Commit: ef5eeb47a684b4c217dfaf0463aa7ea952f8ab90
Date: 2025-06-21T05:26:18.966Z
Electron: 34.5.1
Chromium: 132.0.6834.210
Node.js: 20.19.0
V8: 13.2.152.41-electron.0
OS: Darwin arm64 24.5.0
You can find the detailed documentation here, it shows access to the MCP one click, how to configure MCPs and more.
The next steps depends on which MCP you need, there are many directories online for MCPs. There are so many MCPs for different usages (from databases to browsers, … to email or accounting tools). You can install the MCP locally or use a remote MCP. Then enter the MCP details into the Json file and it will be shown in Cursor.