Is it possible to authenticate to a proxy server on a VM from my local machine?

[KarenSaund888]

I have a proxy server set up/ simulated on an Azure VM, by using "FreeProxy Internet Suite".

So the VM now has a simulated proxy server.

I have gone to my Windows 10 Home machine , I can ping the VM using the public ip address provided by Azure.

On my local remote machine I have changed the Proxy settings in Windows to use Manual proxy setup  and set the Address in Manual proxy setup as the Public IP address of the VM given by Azure. The port  also has been set as 808 in the FreeProxy  Suite and that was set in the Manual proxy setup on the local machine.

But when I browse the internet , I would have thought it would have asked for credentials, but instead it says "No Internet connection". 

How can i set my Manual proxy setup on the Windows Host in order to connect to the VM's proxy server to be authenticated ?

[#2]

Hi
You can create another windows vm in Azure and see if it's working before going further
Also you may create network security group to filter the traffic and create inbound rules to authorize access to your VM . By default if you create a virtual machine with a public IP only the port 3389 is open . If you need another port you should add a new inboud security rule . Make sure that the VM subnet is associated to the network security group otherwise rules are useless .

[#3]

I have opened the port on the VM , both through Azure and firewall rules on the machine.
I then go to my remote machine and test if I can ping the VM ,that is successful.
The i set the proxy settings and then try to browse the internet , I would expect it would ask me name and pwd , but instead it is giving "No Internet Connection".

Is there something else I am missing in setting up ?