How to create SOCKS proxy on Windows
A SOCKS proxy allows supported applications to tunnel their connection through a remote, third-party server using SSH connection. Tunneling enables your traffic to seem to originate from the remote server though it's not implemented at the system level as a VPN is.
You can create a SOCKS proxy between an SSH client and an SSH server with AllowTcpForwarding enabled. SOCKS proxy from a Windows host to an OpenSSH server can be made using PuTTY, a free program that you can download.
Related: How to create an SSH SOCKS proxy
Steps to create SOCKS proxy using PuTTY:
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Download PuTTY from the official website.
https://www.chiark.greenend.org.uk/~sgtatham/putty/latest.html
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Launch PuTTY.
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Go to Connection → SSH → Tunnels from the category menu.
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Enter the port number that you want the SOCKS proxy to listen to in the Source port field.
Use unprivileged port which is from 1024 to 65535
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Make sure Auto and Dynamic radio buttons are selected.
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Click on Add button.
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Go to Session from the category menu.
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Enter the Host Name / IP address and Port of the server that you want to create a tunnel to and click on the Open button.
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Log in to the server with a valid credential.
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Configure your applications to connect to the newly created SOCKS proxy running on the selected port using SOCKS5 option.