I think you've misunderstood manish.dse's original question. For many modern "automatic" apps (e.g. Dropbox, OneDrive, etc.), I often must enter the network proxy information into the App settings, so that the app knows to go through the proxy. For whatever reason, they are usually unable to detect automatically the proxy on my corporate LAN. Not doing so completely blocks the app from connecting. -- Yes, I even have to do this for Microsoft OneDrive, running on a Windows PC.
I assume iCloud is the same -- it sure behaves the same.
What manish.dse needs to know (me too! I haven't found it for icloud) is how to manually tell iCloud about the proxy situation so that it can connect. I assume it is trying to do some automatic detection, but there are apparently enough times when this fails that Dropbox (and many others) have added that manual entry option.
And I see a bit of confusion -- I don't think manish is asking for iCloud to try and affect the proxy settings for how the PC connects to it's local LAN, just that iCloud let us help it find the proxy it is needs to know about.