How to configure Proxy Settings in Selenium 3.14 Version?

Below lines are mentioned in the release Logs of Selenium 3.14

Exposed additional extension points to better control HTTP communications between the language bindings and the remote end implementation. For the .NET implementation of HttpCommandExecutor, we not expose a Proxy property for proxying requests between the .NET code and the remote end WebDriver implementation. Note carefully that this is entirely separate from the proxy used by the browser for monitoring communications between the browser and the server hosting the page being automated.

As I am new to Selenium, I don't understand how to achieve this. Please write a code here or create new video.

Please update videos according to latest Selenium Version.