If you're using Tor Browser, you can set your proxy's address, port, and authentication information in the Connection Settings.

If you're using Tor another way, you can set the proxy information in your torrc file. Check out the HTTPSProxy config option in the manual page. If your proxy requires authentication, see the HTTPSProxyAuthenticator option. Example with authentication:

  HTTPSProxyAuthenticator myusername:mypass

We only support Basic auth currently, but if you need NTLM authentication, you may find this post in the archives useful.

For using a SOCKS proxy, see the Socks4Proxy, Socks5Proxy, and related torrc options in the manual page. Using a SOCKS 5 proxy with authentication might look like this:

  Socks5ProxyUsername myuser
  Socks5ProxyPassword mypass

If your proxies only allow you to connect to certain ports, look at the entry on Firewalled clients for how to restrict what ports your Tor will try to access.