Add guide for proxy

docs/guides/http/proxy.md

@@ -0,0 +1,24 @@
+---
+name: Send HTTP requests through a proxy with fetch()
+---
+
+In Bun, `fetch` supports sending requests through an HTTP or HTTPS proxy. This is useful on corporate networks or you need to ensure a request is sent through a specific IP address.
+
+```ts
+await fetch("https://example.com", {
+  // The URL of the proxy server
+  proxy: "https://username:password@proxy.example.com:8080",
+});
+```
+
+---
+
+The `proxy` option is a URL string that specifies the proxy server. It can include the username and password if the proxy requires authentication. It can be `http://` or `https://`.
+
+---
+
+You can also set the `$PROXY_URL` environment variable to the proxy URL. This is useful when you want to use the same proxy for all requests.
+
+```sh
+PROXY_URL=https://username:password@proxy.example.com:8080 bun run index.ts
+```