In MediaWiki core, the ProxyLookup class does not have any tests.
If you're not already familiar with PHPUnit tests, https://www.mediawiki.org/wiki/Manual:PHP_unit_testing/Writing_unit_tests has links to some good material on the basics of testing.
I would also recommend looking at other tests in the tests/phpunit/includes/ directory of MediaWiki core for an example of how we currently test classes and hooks.
Mentors: @Legoktm