You can setup proxy in a terminal by export environment variables http_proxy and `https_proxy'.

export http_proxy='proxy_server:port'
export https_proxy='proxy_server:port'

However, you might find the exported environment variables are not visible to sudo. This can be resovled by simplying adding the -E (preserve environment) option to sudo.

sudo -E command_to_run

Question

Can a socks proxy be used as a HTTP/HTTPS proxy directly?