WindTerm supports HTTP proxy and SOCKS5 proxy.
SOCKS5 prxoy is usually equivalent to use OpenSSH ProxyCommand like
/usr/bin/nc -X 5 -x 127.0.0.1:7777 %h %p to connect through socks5 proxy.
The currently supported authentication methods are no authentication and username/password authentication. Both IPv4 and IPv6 are supported. Domain names are resolved through the proxy server if the Perform DNS lookup with proxy is checked, otherwise they are resolved locally and the IP address is sent to the server.