This is a community plugin and is thus not built-in to proto. In order to use it, first either add it to your global or project-based .prototools by running:
proto plugin add gum "source:https://raw.githubusercontent.com/Phault/proto-toml-plugins/main/gum/plugin.toml" --global
proto install gumproto plugin add gum "source:https://raw.githubusercontent.com/Phault/proto-toml-plugins/main/gum/plugin.toml"
proto pin gum latest --resolve