Add anthropic docs (#5882)

<!-- Thank you for your contribution! Please review
https://microsoft.github.io/autogen/docs/Contribute before opening a
pull request. -->

<!-- Please add a reviewer to the assignee section when you create a PR.
If you don't have the access to it, we will shortly find a reviewer and
assign them to your PR. -->

## Why are these changes needed?

Add anthropic docs

- Add api docs 
- Add sample code + usage in agent chat user guide

<!-- Please give a short summary of the change and the problem this
solves. -->

## Related issue number

<!-- For example: "Closes #1234" -->

Closes #5856 

## Checks

- [ ] I've included any doc changes needed for
<https://microsoft.github.io/autogen/>. See
<https://github.com/microsoft/autogen/blob/main/CONTRIBUTING.md> to
build and test documentation locally.
- [ ] I've added tests (if relevant) corresponding to the changes
introduced in this PR.
- [ ] I've made sure all auto checks have passed.

python/packages/autogen-core/docs/src/reference/index.md

@@ -51,6 +51,7 @@ python/autogen_ext.models.cache
 python/autogen_ext.models.openai
 python/autogen_ext.models.replay
 python/autogen_ext.models.azure
+python/autogen_ext.models.anthropic
 python/autogen_ext.models.semantic_kernel
 python/autogen_ext.models.ollama
 python/autogen_ext.tools.code_execution

python/packages/autogen-core/docs/src/reference/python/autogen_ext.models.anthropic.rst

@@ -0,0 +1,8 @@
+autogen\_ext.models.anthropic
+=============================
+
+
+.. automodule:: autogen_ext.models.anthropic
+   :members:
+   :undoc-members:
+   :show-inheritance:

python/packages/autogen-core/docs/src/user-guide/agentchat-user-guide/tutorial/models.ipynb

@@ -228,6 +228,47 @@
     "print(result)"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Anthropic (experimental)\n",
+    "\n",
+    "To use the {py:class}`~autogen_ext.models.anthropic.AnthropicChatCompletionClient`, you need to install the `anthropic` extra. Underneath, it uses the `anthropic` python sdk to access the models.\n",
+    "You will also need to obtain an [API key](https://console.anthropic.com) from Anthropic."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# !pip install -U \"autogen-ext[anthropic]\""
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "finish_reason='stop' content=\"The capital of France is Paris. It's not only the political and administrative capital but also a major global center for art, fashion, gastronomy, and culture. Paris is known for landmarks such as the Eiffel Tower, the Louvre Museum, Notre-Dame Cathedral, and the Champs-Élysées.\" usage=RequestUsage(prompt_tokens=14, completion_tokens=73) cached=False logprobs=None thought=None\n"
+     ]
+    }
+   ],
+   "source": [
+    "from autogen_core.models import UserMessage\n",
+    "from autogen_ext.models.anthropic import AnthropicChatCompletionClient\n",
+    "\n",
+    "anthropic_client = AnthropicChatCompletionClient(model=\"claude-3-7-sonnet-20250219\")\n",
+    "result = await anthropic_client.create([UserMessage(content=\"What is the capital of France?\", source=\"user\")])\n",
+    "print(result)"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},
@@ -434,7 +475,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.12.7"
+   "version": "3.11.9"
   }
  },
  "nbformat": 4,

python/packages/autogen-ext/src/autogen_ext/models/anthropic/_anthropic_client.py

@@ -910,16 +910,23 @@ class AnthropicChatCompletionClient(
 
     .. code-block:: python
 
+        import asyncio
         from autogen_ext.models.anthropic import AnthropicChatCompletionClient
         from autogen_core.models import UserMessage
 
-        anthropic_client = AnthropicChatCompletionClient(
-            model="claude-3-sonnet-20240229",
-            api_key="your-api-key",  # Optional if ANTHROPIC_API_KEY is set in environment
-        )
 
-        result = await anthropic_client.create([UserMessage(content="What is the capital of France?", source="user")])
-        print(result)
+        async def main():
+            anthropic_client = AnthropicChatCompletionClient(
+                model="claude-3-sonnet-20240229",
+                api_key="your-api-key",  # Optional if ANTHROPIC_API_KEY is set in environment
+            )
+
+            result = await anthropic_client.create([UserMessage(content="What is the capital of France?", source="user")])  # type: ignore
+            print(result)
+
+
+        if __name__ == "__main__":
+            asyncio.run(main())
 
     To load the client from a configuration:
 
@@ -933,25 +940,6 @@ class AnthropicChatCompletionClient(
         }
 
         client = ChatCompletionClient.load_component(config)
-
-    The client supports function calling with Claude models that have the capability:
-
-    .. code-block:: python
-
-        from autogen_core.tools import FunctionTool
-
-
-        def get_weather(location: str) -> str:
-            '''Get the weather for a location'''
-            return f"The weather in {location} is sunny."
-
-
-        tool = FunctionTool(get_weather)
-
-        result = await anthropic_client.create(
-            [UserMessage(content="What's the weather in Paris?", source="user")],
-            tools=[tool],
-        )
     """
 
     component_type = "model"