How to configure proxy in programming tool?

Windows, wget
Syntax:
set http_proxy=<proxyhost[:port]>
wget --proxy-user=<user> --proxy-password=<password> <url>

Example:
set http_proxy=1.1.1.1:3128
wget --proxy-user=user1 --proxy-password=pass1 http://www.locaproxy.com
If the user would like to visit http://www.locaproxy.com via proxy server (1.1.1.1, port:3128)
How to configure proxy in programming tool?