Add HTTP proxy documentation to README

README.md

@@ -369,6 +369,31 @@ is invoked for a custom toolchain and it is not available, `rustup`
 will attempt to use `cargo` from one of the release channels*,
 preferring 'nightly', then 'beta' or 'stable'.
 
+## Working with HTTP proxies
+
+Enterprise networks often don't have direct outside HTTP access, but enforce
+the use of HTTP proxies. If you're on such a network, you can request that
+rustup uses a proxy by setting its URL in the environment. In most cases,
+setting `http_proxy` should be sufficient. On a Unix-like system with a
+shell like __bash__ or __zsh__, you could use:
+
+```
+export http_proxy=http://proxy.example.com:8080
+```
+
+On Windows, the command would be:
+
+```
+set http_proxy=http://proxy.example.com:8080
+```
+
+If you need a more complex setup, rustup supports the convention used by
+the __curl__ program, documented in the ENVIRONMENT section of
+[its manual page][curlman].
+
+[curlman]: https://curl.haxx.se/docs/manpage.html
+
+
 ## Examples