Update deploy-vulnerability-assessment-vm.md

Author: franciscoprelhaz

articles/defender-for-cloud/deploy-vulnerability-assessment-vm.md

@@ -158,7 +158,9 @@ During setup, Defender for Cloud checks to ensure that the machine can communica
 - `https://qagpublic.qg3.apps.qualys.com` - Qualys' US data center
 - `https://qagpublic.qg2.apps.qualys.eu` - Qualys' European data center
 
-The extension doesn't currently accept any proxy configuration details.
+The extension doesn't currently accept any proxy configuration details. However, you can configure the Qualys agent's proxy settings locally in the Virtual Machine. Please follow the guidance in the Qualys documentation:
+- [Windows proxy configuration](https://qualysguard.qg2.apps.qualys.com/portal-help/en/ca/agents/win_proxy.htm)
+- [Linux proxy configuration](https://qualysguard.qg2.apps.qualys.com/portal-help/en/ca/agents/linux_proxy.htm)
 
 ### Can I remove the Defender for Cloud Qualys extension? 
 If you want to remove the extension from a machine, you can do it manually or with any of your programmatic tools.