The way to do that is to create the file .apmrc in the atom user settings directory. On Windows that will be something like :
C:\Users\username\.atom
Create the file (or update if it already exists) and add the regular proxy settings. Change proxy and port to suit your setup
http-proxy=http://proxy:1234 https-proxy=http://proxy:1234
We have an anonymous proxy here at work but if you need to specify user and password that would look something like this:
http-proxy=http://user:password@proxy:1234 https-proxy=http://user:password@proxy:1234