The [[ProxyManager]] provides methods for creating and registering new proxy instances.
A fully automatic option would be to customize a MetaClass so that a new proxy is automatically created for every new instance (using the ProxyManager). Moreover, you can customize the IInterfaceExecutor implementation for the execution mode "ReadFromExternal" to create proxies for new objects coming from the external system, for example.
A semi-automatic option is provided for the creation of Document Proxies, e.g., by using the [[DocumentProxy#DocumentBatchProxyCreatorBatchDocumentProxyCreator|DocumentBatchProxyCreatorBatchDocumentProxyCreator]].
Of course, you can also create proxy instances manually or based on any custom logic.