I’m a little suspicious you should have to ask this here.
There are a number of ways of doing this using a variety of programs. But since you have a proxy on this network, you should be asking the network admin who set this up. The proxy is there for a reason and for security considerations, a sanctioned application or method should be used in order not to compromise the security built into this network. I added a proxy amongst other things on our network for this very reason to keep info in.