Document -proxycmd in help and man pages.

Also, in the main documentation, note the hazard that backslashes in the
command argument must be doubled.

psftp.c

@@ -2657,6 +2657,8 @@ static void usage(void)
     printf("  -hostkey aa:bb:cc:...\n");
     printf("            manually specify a host key (may be repeated)\n");
     printf("  -batch    disable all interactive prompts\n");
+    printf("  -proxycmd command\n");
+    printf("            use 'command' as local proxy\n");
     printf("  -sshlog file\n");
     printf("  -sshrawlog file\n");
     printf("            log protocol details to a file\n");