Setup Windows Proxy : WinInet and WinHttp

Windows has two different proxy configurations.

WinInet : For each user. User App, the famouse one is IE, use this configuration.
WinHttp : For a local machine. Usually service or background program use this configuration.

we can set WinInet configuration by GUI, but WinHttp are not. It can be set by using netsh command.
netsh winhttp show proxy
netsh winhttp set proxy ServerName
netsh winhttp import proxy source=ie
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