For bash commands you have to set the proxy seperately. For this, you have to set a environment variable, e.g.:

ping google.com    # can't resolve, no proxy set

export http_proxy=proxy.example.com:1234

ping google.com    # works, proxy set for this bash session.

Replace the address and the port with your proxy configuration. If you're always behind this proxy, add the export http_proxy... command to ~/.bashrc so it gets executed every time you start a new bash session.

Or to execute a single command with proxy settings and without setting environment variables, use env, e.g.:

env http_proxy=proxy.example.com:1234 ping google.com

sudo env http_proxy=proxy.example.com:1234 apt-get install cowsay

To use other services, e.g. HTTPS or FTP you have to set different variables:

export https_proxy=proxy.example.com:1234

export ftp_proxy=proxy.example.com:1234