You shouldn't need to bind to anything or make any modifications to your code. As far as I know providing you've binded to the ip address that proximo gives you:
$ heroku addons:add proximo:development
Adding proximo to sharp-mountain-4005⦠done, v18 ($5/mo)
Your static IP address is 127.0.0.1
Your program will be wrapped in the proximo binary which routes all the TCP packets through the proxy. However you can limit the traffic with https://devcenter.heroku.com/articles/proximo#configuring-the-proximo-wrapper.
From my experience all the proximo setting up is on heroku's command line stuff.