On client, run:
ssh -f -N -D 1080 -p 22 USER@REMOTE_ADDRreplace:
1080 - with port to open local SOCKS server at (if already taken).
22 - with SSH port server is listening to (if using non-default).
USER - with your login.
REMOTE_ADDR - with address of remote machine.
and enter your password.
You can now close the terminal.
To stop it, kill the SSH process or run without -f flag and press Ctrl+C.
Then, on client, either:
A) Open a browser, find proxy settings and specify "SOCKS": address 127.0.0.1, port 1080.
B) Set system proxy to these values, but it will not work on Windows since Windows proxy settings does not support SOCKS. On Windows, better use third-party software for it.