develop: add ProxySQL integration guidance

[Icemap]

First-time contributors' checklist

• [ ] I've signed Contributor License Agreement that's required for repo owners to accept my contribution.

What is changed, added or deleted? (Required)

Which TiDB version(s) do your changes apply to? (Required)

Tips for choosing the affected version(s):

By default, CHOOSE MASTER ONLY so your changes will be applied to the next TiDB major or minor releases. If your PR involves a product feature behavior change or a compatibility change, CHOOSE THE AFFECTED RELEASE BRANCH(ES) AND MASTER.

For details, see tips for choosing the affected versions (in Chinese).

• [x] master (the latest development version)
• [ ] v6.2 (TiDB 6.2 versions)
• [x] v6.1 (TiDB 6.1 versions)
• [ ] v5.4 (TiDB 5.4 versions)
• [ ] v5.3 (TiDB 5.3 versions)
• [ ] v5.2 (TiDB 5.2 versions)
• [ ] v5.1 (TiDB 5.1 versions)
• [ ] v5.0 (TiDB 5.0 versions)

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Do your changes match any of the following descriptions?

• [ ] Delete files
• [ ] Change aliases
• [ ] Need modification after applied to another branch
• [ ] Might cause conflicts after applied to another branch

[ti-chi-bot]

[REVIEW NOTIFICATION]

This pull request has been approved by:

• Oreoxmt

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[Oreoxmt]

/status LGT1

[ti-chi-bot]

@Oreoxmt: The label(s) status/lgtm cannot be applied, because the repository doesn't have them.

In response to this:

/status LGTM

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[Oreoxmt]

/merge

[ti-chi-bot]

This pull request has been accepted and is ready to merge.

Commit hash: 2a38e8d7b37313287f72e595cf1245f964f119fe

[ti-chi-bot]

In response to a cherrypick label: new pull request created: #10914.

[ti-chi-bot]

In response to a cherrypick label: new pull request created: #10915.