Android's proxy settings are tied to individual Wi-Fi networks rather than being a single global switch, which means you set it up once per network.
Setting it up
Go to Settings, then Network & Internet (or Wi-Fi, depending on your Android version), tap and hold your connected network, choose Modify network, expand Advanced options, and change Proxy from None to Manual. Enter the proxy hostname and port there.
A key limitation
This only affects the specific Wi-Fi network you configured it on, and native Android proxy settings generally don't apply to mobile data connections or work across all apps consistently — some apps route around it.
A more reliable alternative
For proxy behavior that applies across mobile data too, a dedicated proxy app or a VPN-style app that supports proxy chaining is usually more consistent than the built-in Wi-Fi setting.