To have launchd start privoxy at login:
ln -sfv /usr/local/opt/privoxy/*.plist ~/Library/LaunchAgents
Then to load privoxy now:
launchctl load ~/Library/LaunchAgents/homebrew.mxcl.privoxy.plist
Or, if you don't want/need launchctl, you can just run:
privoxy /usr/local/etc/privoxy/config