feat: add first-run onboarding for local setup or remote connection

[ibourgeois]

Context

As a first-time desktop user, I need Katra to guide me into either setting up a local instance or connecting to a remote instance so the app starts with an intentional active session instead of assuming one deployment mode.

Acceptance Criteria

• On first launch, the desktop app prompts the user to choose between local setup and connecting to a remote Katra instance.
• Completing onboarding results in exactly one active instance/session in the client.
• The onboarding flow can be revisited later through settings when adding or switching connections.

Notes

The desktop app should always remain a client for the selected instance. This issue is about the first-run UX and session activation flow, not the deeper auth implementation tracked elsewhere.

Out of Scope

• Full connection settings management after onboarding.
• Remote worker registration and queue execution.