You can configure your build.gradle file for proguard implementation. It can be at module level or the project level.
 buildTypes {
    debug {
        minifyEnabled false
        proguardFiles getDefaultProguardFile('proguard-android.txt'), 'proguard-rules.txt'
    }
}
The configuration shown is for debug level but you can write you own build flavors like shown below inside buildTypes:
    myproductionbuild{
        minifyEnabled true
        proguardFiles getDefaultProguardFile('proguard-android.txt'), 'proguard-rules.txt'
    }
Better to have your debug with minifyEnabled false and productionbuild and other builds as minifyEnabled true.
Copy your proguard-rules.txt file in the root of your module or project folder like
$YOUR_PROJECT_DIR\YoutProject\yourmodule\proguard-rules.txt
You can change the name of your file as you want. After configuration use one of the three options available to generate your build as per the buildType
- Go to gradle task in right panel and search for - assembleRelease/assemble(#your_defined_buildtype)under module tasks
 
- Go to Build Variant in Left Panel and select the build from drop down 
- Go to project root directory in File Explorer and open cmd/terminal and run  
Linux ./gradlew assembleRelease or assemble(#your_defined_buildtype)
Windows  gradlew assembleRelease  or  assemble(#your_defined_buildtype)
You can find apk in your module/build directory.
More about the configuration and proguard files location is available at the link
http://tools.android.com/tech-docs/new-build-system/user-guide#TOC-Running-ProGuard