docs(cli): Add Quick Start with Aliases section

docs/CLI_INTEGRATION.md

@@ -82,7 +82,28 @@ api_key: "your-api-key-here"
 
 ---
 
-## Generic OpenAI-Compatible CLI Tools
+## Quick Start with Aliases (Easy Mode)
+
+To avoid manually exporting environment variables every time, you can use the provided helper functions.
+
+### 1. Source the Helper Script
+
+Add this to your `.bashrc` or `.zshrc`, or run it in your current terminal:
+
+```bash
+source examples/cli-config/proxy-tools.rc
+```
+
+### 2. Run Tools with the `p-` Prefix
+
+Now you can use the following commands to automatically target the proxy:
+
+*   **`p-claude`**: Runs Claude Code through the proxy.
+*   **`p-code`**: Runs Open Interpreter through the proxy.
+
+These functions use subshells to ensure your global environment variables (like `ANTHROPIC_BASE_URL`) are only set for that specific command execution and do not "leak" to the rest of your session.
+
+---
 
 Many other CLI tools support custom OpenAI endpoints. The standard configuration pattern involves setting `OPENAI_API_BASE` and `OPENAI_API_KEY`.