You can control the agent installed on your computer with jobs. You can set what should be done and when, for example you can set that an update is made and then the device gets rebooted. You can even set the after what time the reboot should be done after the update. The reboot is supposed to be 4 minutes after the update in this example. You can either name the job yourself or use the generate button.
You can define the proxy with subnet configuration. You need to define the variable proxy in the subnet configuration and then it is used automatically when downloading.
Its the same for wuinstall download and wuinstall install. If a proxy is already defined, then the variable gets ignored. If y proxy is already set it gets used in ever wuinstall and in download and execute