proxychains ↗️ is a tool which forwards TCP traffic via a proxy. You run other applications via it. For example
proxychains curl www.example.com
The relevant part of config for HTTP traffic is in /etc/proxychains.conf
#socks4 127.0.0.1 9050 # comment this line out. TODO: Why?
# Add the following line
http 127.0.0.1 8080
This config forwards the traffic to a proxy on 8080 which is the default for burp. Change the setup as needed for other tools.