Proxifier is software that allows network applications that don't accept proxy servers to use a SOCKS or HTTPS proxy or a chain of proxy servers instead. You can easily tunnel all TCP connections on the server or only the ones you want with Proxifier.
Only SOCKS5 proxies will work with Proxifier. 

1. Download the Proxifier app from here and install it. Open Proxifier and to add a new proxy, click on Profile > Proxy Servers

2. Then click on Add button

3. Enter Proxy IP in Address box and SOCKS port under Port box. Click on SOCKS Version 5 radio button. After that click on Check button to verify if the proxy is running successfully. 

You will get a window like the one below if proxy is working fine with Proxifier. Now click on OK and then again click on OK to close the proxy tab

5. Now the proxy server is successfully setup. Next step is to add Proxification rule. This will help you to choose the application that should use the proxy. Click on Profile > Proxification Rules

6. Click on the Add button at the bottom

7. As an example, we are choosing Chrome application. Add a name for the rule and select the Chrome application by clicking Browse button. Then at the bottom, select Action as the proxy server we have added. After that click OK.

8. Now the rule is setup. You can now open the application. If the proxy is running successfully for the application, the Proxifier window will show status like below.

9. If you want to disable Proxy for the application, you can just go to Profile > Proxification Rules. Then select Direct option under Action

10. You can also use the proxy with any application without setting up Proxification Rules. Just right click on the application and select the proxy server you would like to connect.