This depends on the proxy server in use. “easiest” way is to set the proxy address in clients browsers, either hardcoded, or BETTER by having them load a proxy.pac (a little more work up-front, but the first time you have to change something you’ll realize the value of a .pac file).
Within the proxy.pac, basically determine if the address is internal or not. If internal, go direct. If not, then send traffic to the proxy server.