docs: add example using proxy with fetch (nodejs#3800)

* docs: add example using proxy with fetch

* remove main function and use TLA

docs/examples/proxy/fetch.mjs

@@ -0,0 +1,35 @@
+import * as http from 'node:http'
+import { once } from 'node:events'
+import { createProxy } from 'proxy'
+import { ProxyAgent } from '../../../index.js'
+
+const proxyServer = createProxy(http.createServer())
+const server = http.createServer((req, res) => {
+  res.writeHead(200, { 'Content-Type': 'text/plain' })
+  res.end('okay')
+})
+
+proxyServer.on('request', (req, res) => {
+  console.log(`Incoming request to ${req.url}`)
+})
+
+await once(proxyServer.listen(0), 'listening')
+await once(server.listen(0), 'listening')
+
+const { port: proxyPort } = proxyServer.address()
+const { port } = server.address()
+
+console.log(`Proxy listening on port ${proxyPort}`)
+console.log(`Server listening on port ${port}`)
+try {
+  // undici does a tunneling to the proxy server using CONNECT.
+  const agent = new ProxyAgent(`http://localhost:${proxyPort}`)
+  const response = await fetch(`http://localhost:${port}`, {
+    dispatcher: agent,
+    method: 'GET'
+  })
+  const data = await response.text()
+  console.log('Response data:', data)
+} catch (e) {
+  console.log(e)
+}