Updated Docs to include how to set up a proxy.

Author: kevinkowa

README.md

@@ -18,6 +18,7 @@ The .NET Standard SDK uses [Watson][wdc] services, a collection of REST APIs tha
 * [Self signed certificates](#self-signed-certificates)
 * [Discovery V2](#discovery-v2)
 * [Transaction IDs](#transactio-ids)
+* [Use behind a corporate proxy](#use-behind-a-corporate-proxy)
 * [Documentation](#documentation)
 * [Questions](#questions)
 * [Open Source @ IBM](#open-source--ibm)
@@ -247,6 +248,10 @@ catch(Exception e)
 }
 ```
 
+## Use behind a corporate proxy
+To use the SDK behind an HTTP proxy, you need to set either the `http_proxy` or `https_proxy` environment variable.
+You can set this in the application environment using `set http_proxy=http://proxy.server.com:3128` from the cmd.
+You can also set this in the application using `Environment.SetEnvironmentVariable("http_proxy", "http://proxy.server.com:3128");`
 
 ## Documentation
 Click [here][dotnet-standard-sdk-documentation] for documentation by release and branch.