Hololens uses ThingMark to get details about the experience server. As per my understanding; you need to get in touch with PTC to get your ThingMark(s) linked to your onpremise server.
That had been done - I am using set of thingmaks that PTC issued for my server. The problem is that thingworx viewer needs to be reconfigured to look for different url - by default the viewer is going to PTC cloud. For the AR experiences created for mobile devices you can scan QR code with the viewer and reset the device to point to that url. Itdoes not work for hololens though.
Prior to scanning the QR code, say “Hey View, set Experience Service”. Once you say this, View should scan the QR code and set your URL.
You can find this documented in the ThingWorx Studio Help under “Configure HoloLens to Use Your Experience Service URL”: https://help.thingworx.io/studio/#page/ThingWorx_Studio_Help_Center%2FConfigHoloLensESURL.html%23