docs: Add proxy settings (#17797)

I'm not sure if I placed `Network Proxy` in the correct position. What I
noticed is that the first half of the documentation seems to be
organized alphabetically, but the second half is not. I tried to
position `Network Proxy` in a spot that seemed reasonable while
maintaining alphabetical order. If there's a better suggestion, I'd be
happy to make adjustments.

Release Notes:

- N/A

---------

Co-authored-by: Marshall Bowers <elliott.codes@gmail.com>

docs/src/configuring-zed.md

@@ -1061,6 +1061,45 @@ The following settings can be overridden for each specific language:
 
 These values take in the same options as the root-level settings with the same name.
 
+## Network Proxy
+
+- Description: Configure a network proxy for Zed.
+- Setting: `proxy`
+- Default: `null`
+
+**Options**
+
+The proxy setting must contain a URL to the proxy.
+
+The following URI schemes are supported:
+
+- `http`
+- `https`
+- `socks4`
+- `socks4a`
+- `socks5`
+- `socks5h`
+
+`http` will be used when no scheme is specified.
+
+By default no proxy will be used, or Zed will attempt to retrieve proxy settings from environment variables, such as `http_proxy`, `HTTP_PROXY`, `https_proxy`, `HTTPS_PROXY`, `all_proxy`, `ALL_PROXY`.
+
+For example, to set an `http` proxy, add the following to your settings:
+
+```json
+{
+  "proxy": "http://127.0.0.1:10809"
+}
+```
+
+Or to set a `socks5` proxy:
+
+```json
+{
+  "proxy": "socks5://localhost:10808"
+}
+```
+
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