docs: Add Local API Server Setup Instructions

[imtuyethan]

Problem Statement

• https://discord.com/channels/1107178041848909847/1327516394807492640
• https://discord.com/channels/1107178041848909847/1325515873859014709

Users are experiencing difficulties connecting to Jan's local API server from other machines on the network. Common issues include:

• Confusion about proper endpoint URL format (HTTP vs HTTPS)
• Unclear instructions about required headers and authentication
• Cross-platform connectivity issues (Windows server to Mac client)
• HPE_INVALID_HEADER_TOKEN errors when attempting connections

Documentation Updates Needed

1. Local API Server Setup Section

Add clear instructions for:

• How to properly start the local API server
• Default port settings (1337)
• How to configure server to accept external connections (0.0.0.0)
• Required headers and authentication setup
• Common connectivity issues and troubleshooting

2. Example Usage Section

Add examples showing:

# Basic endpoint format
http://{ip-address}:1337/v1/chat/completions

# Required headers
Authorization: Bearer [token]
Content-Type: application/json

# Example cURL request
curl -X POST \
  http://192.168.1.100:1337/v1/chat/completions \
  -H "Content-Type: application/json" \
  -H "Authorization: Bearer [token]" \
  -d '{
    "messages": [{"role": "user", "content": "Hello!"}],
    "model": "YOUR_MODEL_ID"
  }'

3. Cross-Platform Considerations

• Instructions for Windows server setup
• Instructions for Mac/Linux client setup
• Network configuration requirements
• Common platform-specific issues and solutions

4. Troubleshooting Guide

Common issues and solutions:

• HPE_INVALID_HEADER_TOKEN error resolution
• Connection refused errors
• Authentication failures
• Missing header errors
• Cross-origin (CORS) issues

Additional Notes

• Include warning about security considerations when exposing the API server
• Add note about HTTP vs HTTPS usage in local network
• Consider adding diagrams for network setup

Related Issues

• #issue_number (original user report about connectivity problems)