Reorganize documentation and add samples. (#447)

Signed-off-by: dblock <[email protected]>

guides/proxy.md

@@ -0,0 +1,33 @@
+- [Using a Proxy](#using-a-proxy)
+  - [Using a Proxy with a Sync Client](#using-a-proxy-with-a-sync-client)
+  - [Using a Proxy with an Async Client](#using-a-proxy-with-an-async-client)
+
+# Using a Proxy
+
+## Using a Proxy with a Sync Client
+
+```python
+from opensearchpy import OpenSearch, RequestsHttpConnection
+
+OpenSearch(
+    hosts=["htps://..."],
+    use_ssl=True,
+    verify_certs=True,
+    connection_class=RequestsHttpConnection,
+    trust_env=True,
+)
+```
+
+## Using a Proxy with an Async Client
+
+```python
+from opensearchpy import AsyncOpenSearch, AIOHttpConnection
+
+client = AsyncOpenSearch(
+    hosts=["htps://..."],
+    use_ssl=True,
+    verify_certs=True,
+    connection_class=AIOHttpConnection,
+    trust_env=True,
+)
+```