Hello
Bought rb751g-2hnd v5.21 winbox mipsbe
And I noticed that no IGMP-proxy package
Is it possible to install IGMP proxy?

IGMP Proxy is a separate package.

Download the ZIP(!) file from http://www.mikrotik.com/download and extract it.
Take the igmpproxy.npk and drop it on the Winbox window.
Reboot the router and the package will be available under System > Packages

There is no such package as igmpproxy.npk. You need to install multicast.npk package.