Add proxy

[badeggg]

I noticed that in version 7, proxy config does not take effect. So this pull
request make proxy config can work, and amend the relevant docs. Code changing
are tested (since I write a socks5/http proxy server by myself, so effect
can be checked easily).
Docs change for these reasons:

• Express explicitly that socks proxy can be set and used. This is the original
  motivation of this pull request. A few weeks ago, I want use npm through socks5
  proxy, but the npm documentation does not mention that, and google searching
  results say that I need handle trans http request to socks proxy server
  in the outside of npm. Such as Running NPM install behind a socks5 proxy npm#6204 saying.
  After lots of source code reading and crunching, I find that npm ACTUALLY CAN be
  used behind socks proxy, but only docs does not say that (Notice that npm
  version 7 does not take any proxy effect which as I know is a beta version
  for now).
• Environment variables HTTP_PROXY and PROXY do not effect for https request
  but only for http request(yes, I read make-fetch-happen source code ;-]).
  Since almost all real request is https rather than http, for the sake of
  simplicity, I delete 'http_proxy' description part.
• Maybe I am wrong but I really don't know how to config 'an array' with
  npm config set noproxy 'an array of domain extensions'. So I amend that too.

References

Fixes npm/npm#6204