[Bug][Docs] Fix UCX TCP connection issue and add setup guide

[bob-021206]

Pull Request Description

This PR fixes an issue with UCX TCP connections and adds a setup guide for using UCX over TCP.

Motivation

During development and testing, UCX TCP connections were found to be unstable under certain conditions, leading to connection failures or unexpected behavior. In addition, there was no clear documentation on how to properly configure UCX for TCP usage, which made debugging and setup more difficult.

Root Cause

The issue was related to improper handling and/or configuration of UCX TCP connections, which could lead to failures during initialization or data transfer.

Changes

• Fixed UCX TCP connection handling logic to improve stability
• Improved robustness of connection initialization
• Added SETUP_UCX_TCP.md with detailed instructions for configuring UCX TCP
• Included required dependencies and environment configuration for TCP transport

Impact

• Improves stability of UCX TCP communication
• Provides clear guidance for setting up UCX TCP environment
• Reduces setup errors and debugging time for developers
• No breaking changes to existing APIs

Related Issues

N/A

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