Docs: Add doc on using proxies

docs/source/index.rst

@@ -24,5 +24,6 @@ OWSLib |release| documentation
    development
    support
    logging
+   proxies
    license
    credits

docs/source/proxies.rst

@@ -0,0 +1,44 @@
+Proxies Support
+===============
+
+OWSLib can be configured to work with proxy servers using environment variables.
+These can either be set in a Python script (only affecting HTTP calls within that script), as in the example below:
+
+.. code-block:: python
+
+    import os
+    from owslib.wms import WebMapService
+
+    os.environ['HTTP_PROXY'] = 'http://10.10.1.10:3128'
+    os.environ['HTTPS_PROXY'] = 'http://10.10.1.10:1080'
+    wms = WebMapService('https://gibs.earthdata.nasa.gov/wms/epsg4326/best/wms.cgi?', version='1.3.0')
+
+Or through the operating system environment variables (Linux):
+
+.. code-block:: bash
+
+    $ export HTTP_PROXY="http://10.10.1.10:3128"
+    $ export HTTPS_PROXY="http://10.10.1.10:1080"
+    $ export ALL_PROXY="socks5://10.10.1.10:3434"
+
+    $ python
+    >>> from owslib.wms import WebMapService
+    >>> wms = WebMapService('https://gibs.earthdata.nasa.gov/wms/epsg4326/best/wms.cgi?', version='1.3.0')
+
+Windows (PowerShell):
+
+.. code-block:: ps1
+
+    $env:HTTP_PROXY = "http://10.10.1.10:3128"
+    $env:HTTPS_PROXY = "http://10.10.1.10:1080"
+    $env:ALL_PROXY = "socks5://10.10.1.10:3434"
+
+To use HTTP Basic Auth with your proxy, use the http://user:password@host/ syntax. For example:
+
+.. code-block:: python
+
+    os.environ['HTTP_PROXY'] = 'http://username:password@10.10.1.10:3128'
+
+
+For more details, refer to the `Requests library documentation <https://requests.readthedocs.io/en/latest/user/advanced/#proxies>`__,
+which OWSLib uses for all HTTP requests.