Does Teams work well on networks with Web proxy?

That is a very broad question, I would recommend reading and following the instructions at https://support.office.com/en-us/article/Office-365-URLs-and-IP-address-ranges-8548a211-3fe7-47cb-abb1-355ea5aa88a2

and at https://docs.microsoft.com/en-us/microsoftteams/prepare-network

I would also recommend this presentation from Ignite by PaulAndrew https://channel9.msdn.com/Events/Ignite/Microsoft-Ignite-Orlando-2017/BRK1005