Select [Tools] in the menu bar and then select [Options] from the drop down menu.
The Options dialog appears.

              The Options dialog can also be displayed by
              clicking the
               icon in the toolbar.
              icon in the toolbar.
            
Select [Network] > [Proxy] in the Options dialog.

Enter values for [Server], [Port], [User] and [Password]. If user name and / or password is not required, these values can be empty.
Click [OK].