If your network has a proxy that you are required to use to access the Internet, as is the case on some school or work networks, you can configure your network proxy using this feature.
If you're on such a type of network, this is the only way for you to use Windscribe. If you are not on such a network, ignore this feature, and definitely don't configure a WAN proxy here. That wasn't sarcasm, don't do it.