I believe starting with cgminer 2.8 version stratum protocol comes build in.

I want to use Stratum-mining-proxy

how can I set my username in Stratum-mining-proxy

You don't. There is no option for it. You set it in your miner.

For Example I have 5 mining rigs and I want to point them all to BTC Guild

how can I set the worker in Stratum-mining-proxy?