You need to install mapproxy on your laptop and use mapproxy-serve to configure correctly mapproxy.
Mapproxy configuration is based on a yaml file.
In this file you need to declare your mapserver URI (WMS, WMTS, TMS, or whatever) as your source.
Then you have to choose a cache directory.
Finally you need to expose a layer.
A configuration example :
services: demo: tms: use_grid_names: true layers: - name: my-layer title: This is a great layer sources: [my-cache] caches: my-cache: grids: [GLOBAL_WEBMERCATOR] sources: [mapserver] format: image/png sources: mapserver: type: tile url: http://your-map-server-url/tile/%(z)s/%(y)s/%(x)s grid: GLOBAL_WEBMERCATOR
The Mapproxy configuration documentation is pretty complete: https://mapproxy.org/docs/1.9.0/configuration.html