The example uses http://www.thingworx.com/feed as the source for the data, please try this link from the browser directly both within and outside the corporate network. If it does not return data directly then it's likely a IT/security issue that must be resolved.
The above URL does work from the browser. It just does not seem to be working from within the application. Hence the request for setting proxy from within the application. Please let me know incase you need further clarification on the question and I will be glad to explain.
Thanks & Regards