Adding a security section in the documentation?

Hello,

While I have a general understanding of web security, when I checked the documentation I saw that it would pretty easy to set this up. But the security question popped up in my mind immediately.

So I wondered how far is this secure, what options are "dangerous" and what potential risks are associated with using a solution like "cors-anywhere".

I guess the typical use case is to proxy ajax requests to a Web API that may or may not contain sensible information.

I'd like to add such section, like do/don't do or maybe just a link to a relevant article?

What do you think?