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How it works...
Many programs that make use of the internet will check for the http_proxy or HTTP_PROXY environment variables before connecting. If they are present, they will use the proxy settings to connect through. Some programs may also use the HTTPS and FTP protocols, so we can set the proxy setting for them here too.
If a username is required for the proxy server, a password will be prompted for. It is generally not recommended to store your passwords inside scripts unless you are confident that no one else will have access to your device (either physically or through the internet).
The last part allows any programs that execute using the sudo command to use the proxy environment variables while acting as the super user (most programs will try accessing the network using normal privileges first, even if running as a super user, so it isn't always needed).