If you are currently connected to the network for which you wish to set up a proxy, first disconnect (by tapping the wireless icon on the top right of the screen -- the one that looks like a dot under a series of curved lines -- then "Disconnect").

Tap the wireless icon (see above), then "Connectivity settings...", "Connections", your network, "Edit". Tap next to skip the "Name and type" screen, and again to skip the "WLAN" screen. On the "Complete" screen, tap the "Advanced" button on the right.

The proxy settings are in the "Proxies" tab on the right. This should proxify any conformant app using HTTP(S) and/or FTP, including the app manager.

I know of no way to globally set proxy settings for protocols other than those three. (Some apps have their own internal proxy settings.)