Configure Proxy Settings for CMD.EXE, WinHttp

winhttp
Microsoft Windows [Version 6.1.7601]
Copyright (c) 2009 Microsoft Corporation. All rights reserved.

C:\Users\lenger>netsh
netsh>winhttp
netsh winhttp>set proxy /?

Usage: set proxy [proxy-server=] [bypass-list=]

Parameters:

Tag Value
proxy-server - proxy server for use for http and/or https protocol
bypass-list - a list of sites that should be visited bypassing the
proxy (use "" to bypass all short name hosts)

Examples:

set proxy myproxy
set proxy myproxy:80 ";bar"
set proxy proxy-server="http=myproxy;https=sproxy:88" bypass-list="*.foo.com"

netsh winhttp>

set HTTP_PROXY=server:port
set HTTPS_PROXY=server:port

Refer

https://technet.microsoft.com/en-us/library/bb430772(v=exchg.141).aspx