You can tunnel two different types of request through a proxy:

• connection between your test script and the browser driver (or WebDriver endpoint)
• connection between the browser and the internet

If your company has a corporate proxy (e.g. on http://my.corp.proxy.com:9090) for all outgoing requests you can set it using the PROXY environment variable as explained in the request module. Before you start the test make sure you exported the variable in the terminal as follows:

$ export HTTP_PROXY=http://my.corp.proxy.com:9090
$ export HTTPS_PROXY=https://my.corp.proxy.com:9090
$ wdio wdio.conf.js

If you use Sauce Connect Proxy start it via:

$ sc -u $SAUCE_USERNAME -k $SAUCE_ACCESS_KEY --no-autodetect -p http://my.corp.proxy.com:9090

In order to tunnel the connection between the browser and the internet you can set up a proxy which can be useful e.g. to capture network information and other data using tools like BrowserMob Proxy. The proxy parameters can be applied via the standard capabilities the following way:

// wdio.conf.js

exports.config = {
    // ...
    capabilities: [{
        browserName: 'chrome',
        // ...
        proxy: {
            proxyType: "manual",
            httpProxy: "http://corporate.proxy:8080",
            socksUsername: "codeceptjs",
            socksPassword: "secret",
            noProxy: "127.0.0.1,localhost"
        },
        // ...
    }],
    // ...
}

For more information see the WebDriver specification.