The first part enables xp_cmdshell (which is disabled by default)

EXEC sp_configure 'xp_cmdshell', 1

RECONFIGURE

go

Here we are creating a login for testing purposes only

CREATE LOGIN TommyTest WITH PASSWORD = '@dyln1234&'

go

CREATE USER TommyTest FROM LOGIN TommyTest

go

Now create the proxy account

EXEC sp_xp_cmdshell_proxy_account 'MyDomain\MyDomainAccount,'@dyln1234&'

Grant permissions on xp_cmdshell to the test account

GRANT EXECUTE ON xp_cmdshell to TommyTest

go

Validate everything is working

EXECUTE AS login = 'TommyTest'

EXEC xp_cmdshell 'DIR C:\*.*'

go