[chore] Demonstrate how users can provide their own proxy in custom HttpClient #1515

Job	Run time
lint	1m 29s
FSharp_Compatibility_Tests	3m 38s
Coverage_Requirements	46s
Integration_Tests	3m 39s
NET_Tests (NetStandard20)	2m 53s
Publish_Docs	0s
Roslyn_Static_Analysis	3m 25s
NET_Tests (Net50)	2m 48s
Security_Code_Scan	2m 22s
NET_Tests (Net60)	3m 3s
NET_Tests (Net70)	2m 52s
Upload_Coverage_Report	0s
Visual_Basic_Compatibility_Test	3m 50s
NET_Tests (Net80)	2m 55s
	33m 40s

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