The Java Tutorials have been written for JDK 8. Examples and practices described in this page don't take advantage of improvements introduced in later releases.
You can set the proxy host through the command line. Depending on your network configuration, you might also need to set the proxy port. If necessary, ask your system administrator for the name of the proxy host on your network.
java -Dhttp.proxyHost=proxyhost [-Dhttp.proxyPort=portNumber] URLReader
java -Dhttp.proxyHost=proxyhost [-Dhttp.proxyPort=portNumber] URLReader