Most companies use a proxy server for routing all outgoing internet traffic. If you work behind a proxy server, you have to configure your HTTP client to use it. Your internet browser should already be set up correctly by your IT department, hence you should find the proxy settings there. This also means that you do not have to configure your proxy settings if you use a browser plugin as your HTTP client.
Also consider that some proxy servers require further authentication. For details, contact your IT department.