.NET: Update Conversation Sample to use Conversation Id instead

[Roger Barreto (rogerbarreto)]

Motivation and Context

• Resolves.NET: Sample for creating and deleting Conversations for V2 implementation of agents #2907
• Resolves.NET: AIAgent uses ResponseId in ConversationId field and therefor there is no conversation thread data in the Microsoft Foundry #2935

[Copilot]

Pull request overview

This PR updates the multiturn conversation sample to demonstrate using conversation IDs with the Azure Foundry Agents framework. The changes enable conversations to be visible in the Azure Foundry Project UI while maintaining backward compatibility with the previous PreviousResponseId-based approach.

Changes:

• Added ProjectConversationsClient integration to create and manage conversations
• Updated thread creation to accept conversation IDs for UI visibility
• Enhanced documentation to explain the difference between conversation ID and PreviousResponseId approaches

Reviewed changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 3 comments.

File	Description
dotnet/samples/GettingStarted/FoundryAgents/FoundryAgents_Step02_MultiturnConversation/README.md	Updated documentation to describe conversation ID usage, added explanation of conversation ID vs PreviousResponseId, and updated step descriptions
dotnet/samples/GettingStarted/FoundryAgents/FoundryAgents_Step02_MultiturnConversation/Program.cs	Added conversation creation/deletion, updated thread creation to use conversation IDs, changed agent type from AIAgent to ChatClientAgent