I was able to set up a proxy. I set it up on the same server that's hosting the apps. I tested that it's installed and that it is able to forward requests directly in the browser.
I've been using the Guide and the README file.
For the last step, I added the following to an app:
<SPAN class="token function">require</SPAN><SPAN class="punctuation token">(</SPAN><SPAN class="punctuation token">[</SPAN><SPAN class="string token">"esri/config"</SPAN><SPAN class="punctuation token">]</SPAN><SPAN class="punctuation token">,</SPAN> <SPAN class="keyword token">function</SPAN><SPAN class="punctuation token">(</SPAN>esriConfig<SPAN class="punctuation token">)</SPAN> <SPAN class="punctuation token">{</SPAN>
esriConfig<SPAN class="punctuation token">.</SPAN>request<SPAN class="punctuation token">.</SPAN>proxyUrl <SPAN class="operator token">=</SPAN> <SPAN class="string token">""</SPAN><SPAN class="punctuation token">;</SPAN>
<SPAN class="punctuation token">}</SPAN><SPAN class="punctuation token">)</SPAN><SPAN class="punctuation token">;</SPAN><SPAN class="line-numbers-rows"><SPAN></SPAN><SPAN></SPAN><SPAN></SPAN></SPAN>I'm not sure what to put as the url.