docs: adds SOCKS5 proxy section

docs/user-guide/advanced/SOCKS-Proxy.md

@@ -0,0 +1,48 @@
+# Connecting Through a SOCKS5 Proxy
+
+If your target service is only reachable via an SSH gateway or resides behind a 
+firewall, you can route your [`pydase.Client`][pydase.Client] connection through a local
+SOCKS5 proxy. This is particularly useful in network environments where direct access to
+the service is not possible.
+
+## Setting Up a SOCKS5 Proxy
+
+You can create a local [SOCKS5 proxy](https://en.wikipedia.org/wiki/SOCKS) using SSH's
+`-D` option:
+
+```bash
+ssh -D 2222 user@gateway.example.com
+```
+
+This command sets up a SOCKS5 proxy on `localhost:2222`, securely forwarding traffic
+over the SSH connection.
+
+## Using the Proxy in Your Python Client
+
+Once the proxy is running, configure the [`pydase.Client`][pydase.Client] to route 
+traffic through it using the `proxy_url` parameter:
+
+```python
+import pydase
+
+client = pydase.Client(
+    url="ws://target-service:8001",
+    proxy_url="socks5://localhost:2222"
+).proxy
+```
+
+* You can also use this setup with `wss://` URLs for encrypted WebSocket connections.
+
+## Installing Required Dependencies
+
+To use this feature, you must install the optional `socks` dependency group, which 
+includes [`aiohttp_socks`](https://pypi.org/project/aiohttp-socks/):
+
+- `poetry`
+  ```bash
+  poetry add "pydase[socks]"
+  ```
+- `pip`
+  ```bash
+  pip install "pydase[socks]"
+  ```