connecting the mining software to internet

[sasa0220]

if i use a proxy to connect to the internet can someone explain me how to use my mining software to the internet.
I men i connect to the proxy using username and password. (it is promoted to enter the username and password when i open the browser)
i want to know how i can set up my mining software (xmr-stak - cpu) to connect to the internet

is there a file i need to edit to establish the internet connection

[zukko]

Most of the miners require a direct connection to the Internet, so I'm afraid that it will not work through the proxy.