Create README.md

Author: alexkeh

session-demos/2019/oow/security/proxy-auth/README.md

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+This sample application shows how ODP.NET connects to the database using proxy authentication. It is a C# console app using managed ODP.NET.
+
+Log in as an administrator and execute the following SQL to setup the proxy users:
+* create user appserver identified by appserver;
+* grant connect, resource to appserver;
+* alter user hr grant connect through appserver;
+
+This sample assumes you have the HR sample schema already installed.