On my strawberry perl portable under windows with compulsory company proxy it suffices to specify a HTTP_PROXY variable.
CMD Example: Install Data::Dumper::Concise through proxy

rem set HTTP_PROXY=http://IP_OF_YOUR_PROXY:PORT_OF_YOUR_PROXY
rem e.g.:
set HTTP_PROXY=http://192.168.10.20:3128
cpanm Data::Dumper::Concise
[download]

In my case the proxy does not require autentication. If your proxy requires authentication, then it will probably be something like

set HTTP_PROXY=http://USER:PASSWORD@IP_OF_YOUR_PROXY:PORT_OF_YOUR_PROX
+Y
[download]