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netsh

Is a command-line utility that allows you to configure and display the status of various network communications.

Plink

Command-line connection utility.

Proxychains

ProxyChains is a UNIX program, that hooks network-related libc functions in dynamically linked programs via a preloaded DLL and redirects the connections through SOCKS4a/5 or HTTP proxies.

ssh

ssh (SSH client) is a program for logging into a remote machine and for executing commands on a remote machine.

sshuttle

Transparent proxy server that works as a poor man's VPN. Forwards over ssh. Doesn't require admin. Works with Linux and MacOS. Supports DNS tunneling.