Improve documentation for proxy configuration and connection setup

- Clarified the process of running the proxy container with the experimental feature `EXP_SERVER_SIDE_SDK_CONFIG_TOKENS`.
- Added instructions for replacing placeholders with actual values.
- Provided clear code examples for both running the proxy and connecting to it.

README.md

@@ -104,6 +104,48 @@ print(variant)
 
 For more information about variants, see the [Variant documentation](https://docs.getunleash.io/advanced/toggle_variants).
 
+
+## Proxy Configuration
+
+To connect to a proxy, you need to run the proxy container with the additional parameter `EXP_SERVER_SIDE_SDK_CONFIG_TOKENS`. **Note:** This is an experimental feature. For more details, refer to the [Unleash Proxy Documentation](https://docs.getunleash.io/reference/unleash-proxy#experimental-configuration-options).
+
+### Step 1: Running the Proxy Container
+
+Execute the following Docker command to run the proxy container with the necessary environment variables:
+
+```bash
+docker run \
+    -e UNLEASH_PROXY_CLIENT_KEYS=<proxy-client-key> \
+    -e UNLEASH_URL='<unleash-api-url>' \
+    -e UNLEASH_API_TOKEN=<client-api-token> \
+    -e EXP_SERVER_SIDE_SDK_CONFIG_TOKENS=<server-sdk-token> \
+    -p 3000:3000 \
+    unleashorg/unleash-proxy
+```
+
+Replace the following placeholders:
+- `<proxy-client-key>`: Your proxy client key.
+- `<unleash-api-url>`: The URL of your Unleash API.
+- `<client-api-token>`: Your Unleash API token.
+- `<server-sdk-token>`: The server SDK token (used for the experimental configuration).
+
+### Step 2: Connecting to the Proxy
+
+Once the proxy is running, you can connect to it by passing the server SDK token in the request header. Here's an example of how to set up the Unleash client:
+
+```python
+client = UnleashClient(
+    url='<unleash-api-url>',
+    app_name='<app-name>',
+    custom_headers={'Authorization': '<server-sdk-token>'},
+)
+```
+
+Replace the following placeholders:
+- `<unleash-api-url>`: The URL of your Unleash API.
+- `<app-name>`: The name of your application.
+- `<server-sdk-token>`: The server SDK token used to authenticate the request.
+
 ## Developing
 
 For development, you'll need to setup the environment to run the tests. This repository is using