If you use the pyagent run command to instrument your application, the proxy is automatically started when you start the agent.

However, you may need to arrange to start the proxy separately from the agent. The most likely reason you would need to do this is because your Python environment uses uWSGI with Emperor or Apache with mod_wsgi. You can do so using the pyagent run command described here. Only use this command only if you need to launch the proxy manually.