Q:
How do I find out how to configure proxies?
A:
There are now sections on how to set up proxies and site-wide defaults in the online documentation.
Scan down the left column in the online documentation window until you get to changing "OmniWeb's Default Behavior", select "Proxy Preferences". See also the "Advance Topics for Administrators" section further down in the left column.
For more information on proxies, see also: What is a Proxy Server? or http://www.w3.org/hypertext/WWW/Daemon/User/Proxies/Proxies.html.