Hi Kavitha,
You shouldn't set your private email in the forum. The idea is to help the most people possible with our answers in the forum.
It will be difficult to find a step to step guide. You can apply the divide and conquer way to follow with your scenario:
1. Try to do the proxy activation in your ECC and PI environments.
2. Construct a ESR scenario with an easier outbound and inbound interfaces. You can do the XSDs and the mapping in the easiest way possible.
3. Check that you can see this scenario in the ECC sproxy scenario.
4. Do the ID configuration for whole scenario.
5. Test in the sproxy transaction.
6. Do the ECC programming.
From my own experience the easier way to try is to do a proxy-RFC scenario, however you can do a proxy-proxy scenario, but in the receiver side you will need a litte programming, a bit more complicated that in the sender side.
Regards.