How to Make a Proxy: What’s the Easiest Way to Set One Up? or How to Make a Proxy – Any Simple Method

If you’re on Mac, Charles Proxy is GUI-based and way easier than command-line stuff. Not free, but the trial should work for testing.

For free options, Privoxy or Polipo are decent. Just google "how to make a proxy with [tool name]" and you’ll find guides.