I know its really, really late for a reply but I wanted to post this for the next guy/girl.
Like Linux, you need some environment variables to define your proxy credentials. Our company uses E-Mail + Password to authenticate to the proxy. I find that I have to URL Encode both my E-Mail and password due to symbols. The @ sign in the E-mail address will break the string early. Anything after @ = proxy server address:port.
Another issue I had was that my proxy will mess with EVERY certificate. It inserts itself in every CA chain. It is a nightmare trying to browse with Firefox. For this reason, I received a TLS cert error because "SerialMonitor" needed to be compiled from source. There was no matching version for nodejs 5.4.1. To get around this error, add the following to npm config:
npm config set NODE_TLS_REJECT_UNAUTHORIZED=0
After adding that variable I received another error during SerialMonitor source compilation. This was due to having Visual Studio 2015 Enterprise. I had to update npm to a later version than what came with 5.4.1.
npm install -g npm@next
Add another npm config variable to specify VS 2015.
npm config set msvs_version 2015 --global
After all of that it is working now. At home it was a 5 minute install. At work it was half a day.