Add setup section to readme (#7113)

* Add setup section

* Decrease validation header size

kube_proxy/README.md

@@ -7,7 +7,9 @@ Get metrics from kube_proxy service in real time to:
 - Visualize and monitor kube_proxy states
 - Be notified about kube_proxy failovers and events.
 
-## Configuration
+## Setup
+
+### Configuration
 
 The integration relies on the `--metrics-bind-address` option of the kube-proxy, by default it's bound to `127.0.0.1:10249`.
 Either start the agent on the host network if the kube-proxy is also on the host network (default) or start the kube-proxy with the `--metrics-bind-address=0.0.0.0:10249`
@@ -18,7 +20,7 @@ Note: If you edit the namespace & metrics name, or add any other metric they are
 
 Contribute to the integration if you want to add a relevant metric.
 
-## Validation
+### Validation
 
 [Run the Agent's `status` subcommand][1] and look for `kube_proxy` under the Checks section.