Web proxies are often handy for privacy or security reasons, or even required by some organizations.
Typically OS-level proxy settings can be found by running inetcpl.cpl. For example, Windows Key+R will open a run dialog. Type inetcpl.cpl and select the Connections tab. Settings for the proxy may be found in the LAN settings.
Linux and FreeBSD
An environmental variable controls proxy access.
Additionally, in FreeBSD, the following line will make update tools use a web proxy: