More Integration walkthroughs

[joncamfield]

From feedback:

The integration guide really should be how to include a
local proxy within your process, and how to make your HTTP
requests in a few common languages go through a
process-internal socks proxy - be that a tcp port you've
bound to localhost on your app or some alternative.

[joncamfield]

@dlshad - We have all the content for this in the /implement/ section; but it's text-heavy and hard to navigate. Could you look into adding a simple table or diagram to help a developer new to PTs understand the options and then link to the guides for those?