Assume that you want to set 127.0.0.1:10809 as HTTP proxy and 127.0.0.1:10808 as SOCKS proxy.
Configure the proxy server manually using netsh command
netsh winhttp set proxy 127.0.0.1:10809
netsh winhttp set proxy proxy-server="socks=127.0.0.1:10808" bypass-list="127.0.0.1"
netsh winhttp show proxy
netsh winhttp reset proxy