proxychains is a tool that allows us to issue commands over a proxy

Configure your proxy setup in /etc/proxychains.conf
e.g.
#/etc/proxychains.conf
socks5 172.15.18.117 1080

From there we can actually use the proxy with the proxychains command.
$ proxychains nmap -A -p- 127.0.0.1
$ proxychains wget http://127.0.0.1:8000