If you require Proxy Support for your installation of GameMaker Studio 2, this can be added simply by clicking the Proxy. This will bring up the following window:
You can now add in your proxy details. Some of the fields shown above are optional and if there is one you don't require then simply leave the field blank. Before continuing however it is worth noting that if you have set a proxy in your Windows Internet Options or in your Mac System Properties, and it doesn't require a username/password, then it should just work "as is" and you probably will not be required to set up the proxy in GameMaker Studio 2.
If your proxy does require a username and/or password, then you'll need to add them in to the fields shown in the window above. Note that in these cases the username/password/proxy details will always be required, and that the proxy IP should also have the port added, ie: xx.xx.xx.xx:port.
Once you have added the relevant information, click on Okay and log in to GameMaker Studio 2 as normal.