add documentation for authentication via proxy

Author: yrobla

docs/toolhive/guides-cli/auth.mdx

@@ -162,3 +162,5 @@ If you're having issues with the CLI:
 - For detailed Cedar policy syntax, see
   [Cedar policies](../concepts/cedar-policies.md) and the
   [Cedar documentation](https://docs.cedarpolicy.com/)
+- For standalone proxy with authentication, see
+  [Proxy with authentication](./proxy-authentication.mdx)