Safari 8 (Yosemite): Set up a proxy server
Your network administrator may ask you to specify a proxy server to access the Internet if your Mac connects to it through a firewall. Your administrator should tell you the type of proxy server to specify, the IP address or host name, and a port number.
Choose Safari > Preferences, then click Advanced.
Click Change Settings (next to Proxies) to open the Network pane of System Preferences
Change the proxy settings using the information your network administrator provided.