From sgcWebSockets 4.4.4, the Telegram Client supports Proxy connections. Telegram Client can be configured to make of use of a proxy. Currently, Telegram supports 3 types of proxies:

1. HTTP

2. MTProto

3. Socks5

Add Proxy 

In order to configure a HTTP Proxy, first you must add the proxy to telegram configuration, to do this, just call AddProxyHTTP and if successful, a message will be returned with the new proxy added. Once the proxy has been added to the list, just call EnableProxy and pass the ID of the proxy received on the confirmation message. 

Telegram.AddProxyHTTP('8.8.8.8', 8080, '', '', True);
// ... read the confirmation message and save the ID of the proxy.
Telegram.EnableProxy(2); 

Remove Proxy 

Call RemoveProxy method and pass the ID of the proxy you want remove.