How to VPN/Proxy connect in Python?

I see that https://www.privateinternetaccess.com/ has option to use SOCKS5 proxy.
If you are using requests module for scraping you may use SOCKS5 like that:

pip install -U requests[socks]

and in the script:

import requests
proxies = {'http': 'socks5://user:pass@host:port',
           'https': 'socks5://user:pass@host:port'}

resp = requests.get('http://example.com', proxies=proxies )