It seems there no example for setting a proxy, but you can easily setup 
libCurl options by using  LibCURL.curl_easy_setopt.

There's all the options here: 

http://curl.haxx.se/libcurl/c/curl_easy_setopt.html

I get the one you want is CURLOPT_PROXY and it seems you just need to 
provide an ip adress in a string.

Here is how you can setup options, you need to write a function that you 
pass to  HTTPC.get : 

function customize_curl(curl)
cc = LibCURL.curl_easy_setopt(curl, LibCURL.CURLOPT_USERAGENT, "Mozilla/5.0 
(Windows NT 6.1; rv:28.0) Gecko/20100101 Firefox/28.0")
if cc != LibCURL.CURLE_OK
error ("CURLOPT_USERAGENT failed: " * 
LibCURL.bytestring(curl_easy_strerror(cc)))
end
end

r = HTTPC.get(url,RequestOptions(
request_timeout=5.0,
callback=customize_curl
))

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