In my experience, LWP handles proxies well if $ENV{HTTP_PROXY} is set. I would think that it's easier to put the burden of configuration on the users who are behind a proxy and want to run your script from there, instead of burdening all your module users with installing JavaScript, just so they can run that optional auto-update script.

If you're looking at how to install a C libraryfor your modules, look at how Alien::Wx does it, or package the C library directly.