how to proxy config on linex server?

Answer 1

I'm not sure what you're asking, but this is how you configure a web proxy (socks) on Linux.
http://okcforum.org/~markg/Firewall-HOWTO-12.html

Answer 2

if you mean running a linux proxy server, this isnt a quickie 123 setup. to get an idea I'll give you the SQUID link (the standard linux proxy)
There are many easier proxy/firewall utilities that will setup most things for you.

If your asking how to connect through a proxy it's done through the browser in the proxy or advanced settings where you give the IP# and port of proxy computer