From man curl:
-x, --proxy <[protocol://][user:password@]proxyhost[:port]>
Use the specified HTTP proxy.
If the port number is not specified, it is assumed at port 1080.
General way:
export http_proxy=http://your.proxy.server:port/
Then you can connect through proxy from (many) application.
And, as per comment below, for https:
export https_proxy=https://your.proxy.server:port/