docs: add initial (untested) steps on how to run the proxy locally.

I haven't yet tested connecting to the `unleash:4242` address.

website/docs/user_guide/quickstart.md

@@ -198,7 +198,7 @@ unleash.on('synchronized', () => {
 
 ## I want to run Unleash locally
 
-### Run Unleash with Docker
+### Run Unleash with Docker {#run-unleash-with-docker}
 
 The easiest way to run unleash locally is using [docker](https://www.docker.com/).
 
@@ -214,11 +214,13 @@ docker run -e POSTGRES_PASSWORD=some_password \
 3. Start Unleash via docker:
 
 ```sh
-docker run -p 4242:4242 \
+docker run --name unleash \
+  -p 4242:4242 \
   -e DATABASE_HOST=postgres -e DATABASE_NAME=unleash \
   -e DATABASE_USERNAME=unleash_user -e DATABASE_PASSWORD=some_password \
   -e DATABASE_SSL=false \
-  --network unleash unleashorg/unleash-server
+  --network unleash unleashorg/unleash-server \
+
 ```
 
 [Click here to see all options to get started locally.](deploy/getting-started.md)
@@ -232,6 +234,75 @@ username: admin
 password: unleash4all
 ```
 
+### Run Unleash and the Unleash proxy with Docker
+
+Follow steps outlined in the [Run Unleash with
+Docker](#run-unleash-with-docker) section to get the Unleash instance
+up and running. Once you have done that you need to first get an API
+key from your Unleash instance and then use that API key when starting
+the Unleash proxy.
+
+1. Get an API key.
+
+   To get an API key, access your Unleash instance in a web browser.
+   First, navigate to the API access screen.
+
+   ![The Unleash UI showing a dropdown menu under the "Configure" menu
+   entry. The dropdown menu's "API Access" option is highlighted and
+   you're told to navigate there.](/img/api_access_navigation.png
+   "Navigate to the API access page.")
+
+   Next, create an API key with these details
+
+    -   **name:** proxy-key (this can be whatever you want)
+    -   **token type:** client
+    -   **project:** all
+    -   **environment:** select your preferred environment (this option is
+        only available in Unleash 4.3 and later)
+
+    Copy the API key to your clipboard. You'll need it in the next step.
+
+   :::note
+
+    Depending on whether you have the environments feature
+    enabled or not, the API key will look a little different. If you
+    don't have environments enabled, it'll just be a 64 character long
+    hexadecimal string (for instance
+    `943ca9171e2c884c545c5d82417a655fb77cec970cc3b78a8ff87f4406b495d0`).
+    If you do have environments enabled, the key will be prefixed with
+    the project and the environment that the key is valid for. It'll use the
+    format `<project>:<environment>.<key>`, e.g.
+    `demo-app:production.614a75cf68bef8703aa1bd8304938a81ec871f86ea40c975468eabd6`.
+
+    Regardless of which format your string uses, do not modify it.
+
+    :::
+
+
+2. Start the Unleash proxy
+
+    Start a container with the Unleash proxy by running the following
+    command. Replace `${API_KEY}` with the key you created in the
+    following step.
+
+    ```sh
+    docker run --name unleash-proxy \
+        -e UNLEASH_PROXY_SECRETS=some-secret \
+        -e UNLEASH_URL='http://unleash:4242/api/' \
+        -e UNLEASH_API_TOKEN='${API_KEY}' \
+        -p 3000:3000 \
+        unleashorg/unleash-proxy
+    ```
+
+3. Test the proxy
+
+    To make sure the proxy is running successfully, you can test it by
+    running the following command:
+
+    ```curl
+    curl http://localhost:3000/proxy -H "Authorization: some-secret"
+    ```
+
 ### Create your first toggle
 
 In order to create a toggle through the UI, [you can follow this guide](create-feature-toggle.md). Once you have created your feature toggle, you are ready to connect your application using an SDK.