Add docs for bluetooth proxy (#2247)

Co-authored-by: Paulus Schoutsen <balloob@gmail.com>

components/bluetooth_proxy.rst

@@ -0,0 +1,28 @@
+Bluetooth Proxy
+===============
+
+.. seo::
+    :description: Instructions for setting up the Bluetooth Proxy in ESPHome.
+    :image: bluetooth.svg
+
+Home Assistant can expand it's Bluetooth reach by communicating through
+the Bluetooth proxy component in ESPHome. Place your ESPHome devices close to the
+Bluetooth devices that you want to interact with for the best
+experience.
+
+If you're looking to create a device that is just a Bluetooth Proxy, see our `Bluetooth Proxy installer <https://esphome.github.io/bluetooth-proxies/>`__ website.
+
+The Bluetooth proxy depends on :doc:`esp32_ble_tracker` so make sure to add that to your configuration.
+
+.. code-block::
+
+    bluetooth_proxy:
+
+No configuration variables.
+
+See Also
+--------
+
+- :doc:`esp32_ble_tracker`
+- :apiref:`bluetooth_proxy/bluetooth_proxy.h`
+- :ghedit:`Edit`

index.rst

@@ -663,13 +663,15 @@ Misc Components
     Sun, components/sun, weather-sunny.svg
     GPS, components/gps, crosshairs-gps.svg
 
+    Bluetooth Proxy, components/bluetooth_proxy, bluetooth.svg
     ESP32 BLE Client, components/ble_client, bluetooth.svg
     ESP32 BLE Tracker, components/esp32_ble_tracker, bluetooth.svg
     ESP32 BLE Beacon, components/esp32_ble_beacon, bluetooth.svg
-    ESP32 Ethernet, components/ethernet, ethernet.svg
 
+    ESP32 Ethernet, components/ethernet, ethernet.svg
     ESP32 Camera, components/esp32_camera, camera.svg
     ESP32 Camera Web Server, components/esp32_camera_web_server, camera.svg
+
     Stepper, components/stepper/index, stepper.svg
     Servo, components/servo, servo.svg
     Sprinkler, components/sprinkler, sprinkler-variant.svg