Windows 11 centralizes proxy configuration in one settings panel that applies system-wide, affecting most apps including all browsers unless they override it.
Manual setup
Open Settings, go to Network & Internet, then Proxy. Under Manual proxy setup, toggle 'Use a proxy server' on and enter the IP address and port. You can also specify addresses that should bypass the proxy entirely, which is useful for local network resources.
Automatic configuration
If your proxy provider gives you a configuration script URL, the 'Use setup script' option under Automatic proxy setup lets Windows fetch proxy rules automatically instead of you entering them by hand — common in corporate environments.
A quick sanity check
After setting it up, open a browser and check an IP-lookup page to confirm the displayed IP matches the proxy's, not your real one, before relying on it for anything.