JProxyLoader can be used as a java library and can be bundled with any application (keeping in mind that JProxyLoader is released under Apache 2.0 license). A developer using this library can easily manage proxy connections inside its own application.
Full support for this will be introduced in version 1.1. Current version 1.0 is mainly targeted at allowing to run already existing java applications via more than one proxy. Therefore there is no API documented (no javadoc) yet and the final version of current API might change when version 1.1 is released. However if you are interested in developing against current implementation of jProxyLoader here is a brief description what should be done:
To see how this works you can browse code repository for ConfigManager class and observe how it uses MapConfig implementation for building configuration from many sources.