doc: net: Add information about SOCKS5 proxy support

Describe how to use the SOCKS5 networking API.

Signed-off-by: Jukka Rissanen <jukka.rissanen@linux.intel.com>

doc/reference/networking/apis.rst

@@ -15,5 +15,6 @@ Network APIs
    net_context.rst
    promiscuous.rst
    sntp.rst
+   socks5.rst
    trickle.rst
    websocket.rst

doc/reference/networking/socks5.rst

@@ -0,0 +1,51 @@
+.. _socks5_interface:
+
+SOCKS5 Proxy Support
+####################
+
+.. contents::
+    :local:
+    :depth: 2
+
+Overview
+********
+
+The SOCKS library implements SOCKS5 support, which allows Zephyr to connect
+to peer devices via a network proxy.
+
+See this
+`SOCKS5 Wikipedia article <https://en.wikipedia.org/wiki/SOCKS#SOCKS5>`_
+for a detailed overview of how SOCKS5 works.
+
+For more information about the protocol itself, see
+`IETF RFC1928 SOCKS Protocol Version 5 <https://tools.ietf.org/html/rfc1928>`_.
+
+SOCKS5 API
+**********
+
+The SOCKS5 support is enabled by :option:`CONFIG_SOCKS` Kconfig variable.
+Application wanting to use the SOCKS5 must set the SOCKS5 proxy host adddress
+by calling :c:func:`setsockopt()` like this:
+
+.. code-block:: c
+
+    static int set_proxy(int sock, const struct sockaddr *proxy_addr,
+                         socklen_t proxy_addrlen)
+    {
+        int ret;
+
+        ret = setsockopt(sock, SOL_SOCKET, SO_SOCKS5,
+                         proxy_addr, proxy_addrlen);
+        if (ret < 0) {
+                return -errno;
+        }
+
+        return 0;
+    }
+
+SOCKS5 Proxy Usage in MQTT
+**************************
+
+For MQTT client, there is :c:func:`mqtt_client_set_proxy()` API that the
+application can call to setup SOCKS5 proxy. See :ref:`mqtt-publisher-sample`
+for usage example.