Make sure that you have the correct network selected, then head to Developer -> Extrinsics
Polkadot JS Apps on Desktop and in Nova Wallet
In the using the selected account field, select the account that you wish to set delegate authorities (proxies) for (for example this would be your cold storage account).
In the submit the following extrinsic field, select proxy, and then addProxy(delegate, proxyType, delay).
In the Id: AccountId field, input the account that you wish to set as a delegated authority (proxied account).
In the proxyType: PolkadotRunetimeProxyType field, select the type of proxy that you wish to set:
"Any" allows the Delegated Authority to sign any transaction on your behalf β οΈ
"NonTransfer" allows the Delegated Authority to sign any transaction on your behalf, except balance transfers and XCM messages
"Governance" allows the Delegated Authority to sign Governance related transactions on your behalf, such as voting
"Staking" allows the Delegated Authority to sign Staking related transactions on your behalf, such as unstaking, nominating validators, etc.
Sign the transaction by pressing "Submit Transaction"