Under the feat Tavern Brawer it states that you gain Proficiency to Improvised Weapons.  However I have a Kensai Monk with a sailor background and the Improvised weapons does not show under weapons or any other proficiency.  I added it as a custom but since I am unable to add Custom proficiencies to Weapons or Armor I had to add it to my Tools or languages area (I choose tools).

This is because the 'proficiency system' is only designed around official weapons. It's there to indicate proficiency with specific weapons Improvised Weapons is a generic term not a specific weapon and covers absolutely everything you can pick up that is not a specific weapon. It's the same reason why when looking to add stuff to inventory you cannot find an entry for "Improvised Weapon" and equip it. 

Since an improvised weapon does not count as a simple or martial weapon and does not count as a monk weapon - you can just add a custom action to the sheet. Improvised weapons use strength, you add proficiency bonus, and for damage just set to 1d4 + Str Mod. 

It would be great if a note could be added to the proficiency section and even better if you could make custom notes there - but the situation where you need reminding is few and far between. This is even more so as a monk because fighting unarmed is superior to fighting with improvised weapons.