p4d - Perforce Server
p4 - Perforce Client
p4win - Perforce Windows Client

Install P4 Server in Unix
1. Copy p4d & p4 in /usr/local/bin
2. Give permission such as chmod +x p4 & chmod +xp4d
3. Create Perforce ROOT directory such as P4ROOT=/usr/local/p4_directory
4. Give permission to P4 root directory and sub directory
5. Tell perforce server to use which port such as P4PORT=servername:1666 or p4d -p 1666
6. Startting Server with Command Line Setup. p4d -r /usr/local/p4root -J /var/log/journal -L /var/log/p4err -p 1666 &
7. Tellin perforce client to which port to listen such as p4_server_hostname:1666
8. Stopping Server e.g. p4 admin stop

Reference: perforce

Do you have any information on how to set up P4 proxy server?

Hi Tushar,

Soon i will publish one article on this.. Meanwhile if you want it in urgent, please refer Perforce Server Admin Guide...