It does not, your MCP server can be a small python file, your agent would execute it as a process and use stdio to communicate with it. You can also run it as an HTTP server, but if it's all on the same machine, I don't see the point. I'm pretty sure in under 15 loc of python you can wrap subprocess.check_ouptput as an stdio MCP server for example to let your agent run any commands or a specific command.