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Installation on Windows

Just using installer: Windows evidence:

C:\Program Files\Perforce\Proxy>p4p.exe -V
Perforce - The Fast Software Configuration Management System.
Copyright 1995-2015 Perforce Software.  All rights reserved.
This product includes software developed by the OpenSSL Project
for use in the OpenSSL Toolkit (http://www.openssl.org/)
See 'p4 help legal' for full OpenSSL license information
Version of OpenSSL Libraries: OpenSSL 1.0.1l 15 Jan 2015
Rev. P4P/NTX64/2015.1/1028542 (2015/03/20).

And looks like there is nothing different with p4d.exe in logic. [su_spoiler title="p4p.exe -h"]

C:\Program Files\Perforce\Proxy>p4p.exe -h
Usage:

    p4p [ options ]

    Proxy options:
        -d              run as a daemon (fork first, then run)
        -f              run as single-threaded server
        -i              run for inetd (socket on stdin/stdout)
        -q              suppress startup messages
        -c              Do not compress proxy <-> server connection

    General Options:
        -h -?           print this message
        -V              print server version

        -r cache        set proxy cache directory (default $P4PCACHE)
        -v level        debug modes (default $P4DEBUG)

        -L log          set error log (default $P4LOG, stderr)
        -p port         port proxy serves (default $P4PORT, 1666)
        -t port         port proxy uses to connect to a server
                                (default $P4TARGET, perforce:1666)
        -e size         proxy should only cache files larger than size
        -u service      Perforce user to authorize proxy

    Proxy certificate handling options:
        -Gc             generate private key and certificate and quit
        -Gf             display the fingerprint of the public key and quit

    Proxy monitoring options:
        -l [-s]         Show in-flight file requests to server (-s: summary)
        -v lbr.stat.interval=N
                        Set the file status interval in seconds (default 10)
        -v proxy.monitor.level=N
                        Set the proxy monitoring level:
                        0: monitoring disabled (default)
                        1: monitor file transfers only
                        2: monitor all operations
                        3: monitor all traffic for all operations
        -v proxy.monitor.interval=N
                        Set the monitoring interval in seconds (default 10)
        -mN             Show currently-active connections and their status
                        (requires -vproxy.monitor.level >= 1)
                        The optional argument specifies the level of detail,
                        where -m1 shows less detail, and -m3 shows the most.

    Proxy archive cache options:
        -S              Disable cache fault coordination
        -vnet.maxfaultpub=N     Set maximum size of coordinated cache faults
        -vlbr.proxy.case=N      Case folding:
                        1: file paths are always case-insensitive
                        2: file paths are insensitive if server is insensitive
                        3: file paths are never case-insensitive

                        When changing lbr.proxy.case, remove the existing
                        cache to ensure all cache contents obey the new
                        settings.

[/su_spoiler] As service:

C:\Program Files\Perforce\Proxy>p4p -p 1668 -t 192.168.1.26:1666
Perforce Proxy starting...

Installation on Centos

from guide: To install P4P on UNIX or Linux, do the following:

And:

[root@testcentos www]# chmod u+x p4p

to start Proxy use this example:

p4p -p tcp64:[::]:1999 -t central:1666 -r /var/proxyroot

Starting:

[root@testcentos www]# ./p4p -p 1669 -t 192.168.1.31:1666 -r /var/www/proxyroot
Perforce Proxy starting...

Started:

 12851	root	11:06	./p4p -p 1669 -t 192.168.1.31:1666 -r /var/www/proxyroot