git clone https://github.com/rofl0r/proxychains-ng
cd proxychains-ng
./configure --prefix=/usr \
    --sysconfdir=/etc \
    --bindir=/usr/local/bin \
    --libdir=/usr/local/lib \
make && make install
sudo make install-config # install the config file

The try sudo vim /etc/proxychains.conf to personalise your proxy configuration.