Go to the Start Menu and search for Proxy, then after click on Change proxy settings.
Go to the Manual proxy setup section and enable Use a proxy server.
Insert your proxy IP into the address section and then the proxy port into the port section. If you need a username and password for the proxy, Windows will automatically ask for it in a popup.
If you are using an IP authenticated proxy, you should be done. If you are using a user:pass proxy please follow the instructions below.
Go to the Start Menu and search for "Manage Windows Credentials"
The click on "Add a Windows credential"
Then you should be able to add the IP of the proxy (without the port) and the credentials. After this, click OK and you're done.