The confconsole proxy setting plugin currently allows you to set a proxy for apt. This will allow you to get system updates and install packages, even if your server is hidden behind a proxy server.
Selecting this option allows you to set the domain of a HTTP proxy for use by the apt package management system.
Currently only HTTP proxies are supported (i.e. not HTTPS). If you require use of an HTTPS proxy, unfortunately, you'll need to manually configure that.
Alternate ports (other than 80) are also possible by appending the port to the end. E.g. http://proxy.example.com:8080
Note: you must include the scheme for your proxy. As only HTTP is supported, that means it should look like this:
http://proxy.example.com