To configure HTTP or Socks proxies in Internet Explorer on Windows, open Internet Options.
On the Connections tab, click the LAN Settings button.
Mark the following checkboxes and click the Advanced button.
If a proxy with authorization is used, then a window with a login and password will appear as soon as you open any website on the Internet.
We would like to draw your attention to the fact that the proxy is configured directly in the Windows operating system.
If you use a VPN, then an undesirable situation will arise when the traffic first goes to the proxy server and only then to the VPN (chain: proxy + VPN). Although, the best option from the point of view of security and anonymity is the chain: VPN + proxy.
Socks proxy with authorization may not work on Windows.