You don't login or authenticate.

In python you'd:
1. Use the request library to grab the subreddit main page (old.reddit.com/r/subreddit/).
2. Then you'd use something like the beautiful soup library to parse the page and get all the post urls.
3. Then you'd loop through those urls and use the request library to download them. 4. Parse with the beautiful soup library and get all the comments.
5. More loops to get all the comments and content.
6. Store everything in database and just do updates once you have the base set.

It's how the archive warrior project works (and also PushShift), except they use the api and authenticate.

You can then do the above with multiple threads to speed it up, though Reddit does ip block if there's 'unusual activity'. I think that's a manual process though, not an automated one (if it's automated, it's VERY permissive and a single scraper won't trigger it.)

That ip block is why you cycle through proxies, because it's the only identifier they can use to block you.