moxi is an integrated part of Membase already, so just point your memcached clients to the right port (such as 11211) and you're done. This common configuration is called server-side moxi.
As mentioned above, you can also run your own moxi instances on the client-side, or on your web-app server hosts. In this case, your web application will be making local machine connections to a long-running moxi process (which will provide connection pooling for you). That is, your web applications will connection to 127.0.0.1:11211, and moxi will do the rest to proxy requests to the right membase server.
For more information on running moxi in client-side, see Chapter 3, Standalone Moxi Component
moxi is a proxy server that speaks the memcached protocol, can multiplex multiple clients onto fewer, shared connections, and can translate between memcached ascii and binary protocols. moxi has advanced features that allow it to have dynamic reconfigurability and integration with Membase.