Adding missing dependancies for testing

Pygments is mandatory for the Flask server. If Pygments is missing PyTest will not run :
```
=== ERRORS ===
___ ERROR collecting docs/_themes/flask_theme_support.py ___
docs\_themes\flask_theme_support.py:2: in <module>
    from pygments.style import Style
E   ModuleNotFoundError: No module named 'pygments'
=== short test summary info ===
ERROR docs/_themes/flask_theme_support.py - ModuleNotFoundError: No module named 'pygments'
```

PySocks is mandatory for test_lowlevel.py, if PySocks is missing 8 tests could fail: 
```
FAILED tests/test_lowlevel.py::test_use_proxy_from_environment[http_proxy-http] - requests.exceptions.InvalidSchema: Missing dependencies for SOCKS support.
FAILED tests/test_lowlevel.py::test_use_proxy_from_environment[https_proxy-https] - requests.exceptions.InvalidSchema: Missing dependencies for SOCKS support.
FAILED tests/test_lowlevel.py::test_use_proxy_from_environment[all_proxy-http] - requests.exceptions.InvalidSchema: Missing dependencies for SOCKS support.
FAILED tests/test_lowlevel.py::test_use_proxy_from_environment[all_proxy-https] - requests.exceptions.InvalidSchema: Missing dependencies for SOCKS support.
FAILED tests/test_lowlevel.py::test_use_proxy_from_environment[HTTP_PROXY-http] - requests.exceptions.InvalidSchema: Missing dependencies for SOCKS support.
FAILED tests/test_lowlevel.py::test_use_proxy_from_environment[HTTPS_PROXY-https] - requests.exceptions.InvalidSchema: Missing dependencies for SOCKS support.
FAILED tests/test_lowlevel.py::test_use_proxy_from_environment[ALL_PROXY-http] - requests.exceptions.InvalidSchema: Missing dependencies for SOCKS support.
FAILED tests/test_lowlevel.py::test_use_proxy_from_environment[ALL_PROXY-https] - requests.exceptions.InvalidSchema: Missing dependencies for SOCKS support.
```

Hi @marwanpro, these dependencies are brought into our test environment from the `socks` extra. Our standard testing workflow is `make` followed by `make ci`. This will install the required dependencies and run the test suite.

Rather than duplicating our dependency requirements, I'd be willing to accept a PR adding `-e .[socks]` to the top of the requirements file. That will allow us to collapse [this statement](https://github.com/psf/requests/blob/main/Makefile#L2-L4) in the Makefile to a single call.

Regarding pygments, that file should not be being used anywhere in the docs and is mostly there as a legacy artifact. Could you provide more info on what is actually producing the error?

Hi @nateprewitt 

> Regarding pygments, that file should not be being used anywhere in the docs and is mostly there as a legacy artifact. Could you provide more info on what is actually producing the error?

It's my fault,  I run the command `pytest` without specifying `tests`



> Hi @marwanpro, these dependencies are brought into our test environment from the socks extra. Our standard testing workflow is make followed by make ci. This will install the required dependencies and run the test suite.
> 
> Rather than duplicating our dependency requirements, I'd be willing to accept a PR adding -e .[socks] to the top of the requirements file. That will allow us to collapse this statement in the Makefile to a single call.

Done in [4b0fa7e](https://github.com/psf/requests/pull/6035/commits/4b0fa7e1ee7a92a32663975f9ca75e28d01672de)