feat: Add a chapter on how to manage the privileges of the `proxy` API.

[jwcesign]

What would you like to be added:
A chapter on how to manage the privileges of the proxy API.

Why is this needed:
Now we have search/proxy and cluster/proxy, if the privilege configuration is not appropriate, it may lead security problems.
As talk in #365 (comment), after we propose the cluster proxy with *, We need to give a chapter on how to config the privilege to avoid security problems.

/assign