When you install Active Directory Domain Services (AD DS) with the Active Directory Domain Services Installation Wizard, the wizard gives you the option to automatically install and configure a DNS server. The resulting DNS zone is integrated with the AD DS domain that is controlled by the AD DS server.
To install AD DS on computer, use Server Manager.
This method applies only to server computers that are used as domain controllers. If member servers (server that are not used as domain controllers) are used as DNS servers, they are not integrated with AD DS.
If you choose the wizard option to automatically install and configure a local DNS server, the DNS server is installed on the computer where you are running the wizard and the computer’s preferred DNS server setting is configured to use the new local DNS server. Configure any other computers that will join this domain to use this DNS server’s IP address as their preferred DNS server.
For proxy settings you can do it with group policy from
Group Policty -> User Configuration -> Windows Settings ->Internet Explorer Maintenance -> Connection -> Proxy Settings