Unpack the tarball (a proxyma-$version directory will be created).
Go to the application management page of your servlet container (like the "manager" page in tomcat)
Use the manager to deploy the proxyma.war.
(you will find all the versions into the "dist" directory)
If you use "Jetty" you have to copy the file into the "$JETTY_HOME/webapps" directory.
Go to the url of proxyma (this will be something like http://localhost:8080/proxyma/) and click on the "Go!" button.
Add a new Proxy-Folder and apply the modifications.
On the overwiev page, click on the generated folder-name and surf the site with proxyma.