[Documentation] Adding DLL Proxying Documentation

[HuskyHacks]

Pull Request (PR) Checklist

• [X] I have read the CONTRIBUTING doc
• [X] PR is from a topic/feature/bugfix branch off the dev branch (right side)
• [X] PR is against the dev branch (left side)
• [X] Merlin compiles without errors
• [N/A] Passes linting checks and unit tests
• [N/A] Updated CHANGELOG
• [X] Updated README documentation (if applicable)
• [N/A] Update Merlin version number in pkg/merlin.go (if applicable)

Change Type

• [ ] Addition
• [ ] Bugfix
• [ ] Modification
• [ ] Removal
• [ ] Security
• [X] Documentation

Description

Adding documentation on how to set up the DLL agent to work with DLL proxying