Use GNU make, e.g. make or gmake.
Start by running nyaxy with a port to listen on:
./nyaxy <port>
The first line from any incoming communications (up to the first "\r\n"
pair) must be in the form of <host>:<port> e.g. google.com:80. That will
determine what nyaxy should connect the client to.
There is none built-in. You'll want to hide whatever port you open behind a
firewall. For example, you could use ssh port-forwarding to access the
program.
This was written in a couple hours, so very likely many.