add explicit proxy preview

Author: vhorne

articles/firewall/firewall-preview.md

@@ -42,6 +42,12 @@ For more information, see [Azure Structured Firewall Logs (preview)](firewall-st
 
 Policy Analytics provides insights, centralized visibility, and control to Azure Firewall. IT teams today are challenged to keep Firewall rules up to date, manage existing rules, and remove unused rules. Any accidental rule updates can lead to a significant downtime for IT teams.
 
+### Explicit proxy (preview)
+
+With the Azure Firewall Explicit proxy set on the outbound path, you can configure a proxy setting on the sending application (such as a web browser) with Azure Firewall configured as the proxy. As a result, traffic from a sending application goes to the firewall's private IP address, and therefore egresses directly from the firewall without using a user defined route (UDR).
+For more information, see Azure Firewall Explicit Proxy.
+
+
 ## Next steps
 
 To learn more about Azure Firewall, see [What is Azure Firewall?](overview.md).