Hi and thanks for reaching out. My name is William. I'm a Microsoft Windows Certified Professional and Systems Administrator. I'll be happy to help you out today.
There two places to add proxy server, either one will do: Control Panel > Internet Options > Connections > LAN settings and Start > Settings > Network & Internet > Proxy. You can enter the proxy address in the the form of an IP address or URL. You will also need to specify a port. If you are not sure how to enter this, provide the information to see if it is being inputted correctly.