What is Wget

GNU Wget is a free utility for non-interactive download of files from the Web. It supports HTTP, HTTPS, and FTP protocols, as well as retrieval through HTTP proxies.

Configuration

There are several ways to route Wget traffic through a proxy.

If you need only one time solution then the easiest way is to pass environment variable in the command line executing Wget:

https_proxy=https://username:password@proxy_host:proxy_port wget -qO - https://behindpro.xyz/testfile | figlet

As well you can omit username and password if your proxy does not need authorisation:

https_proxy=https://proxy_host:proxy_port wget -qO - https://behindpro.xyz/testfile | figlet

Remember to change environment variable from https_proxy to http_proxy if you are downloading file over HTTP protocol:

http_proxy=http://username:password@proxy_host:proxy_port wget -qO - http://behindpro.xyz/testfile | figlet

But if you are using Wget through proxy on the regular basis it is more convenient to add some lines to Wget configuration file located at /etc/wgetrc (or ~/.wgetrc):

use_proxy=on
http_proxy=proxy_host:proxy_port
https_proxy=proxy_host:proxy_port

If you need wider protocol support or support for SOCKS proxy you need to consider to use Curl: more powerful tool for transfering files over Internet.