You can put the proxy on an android device via WI-FI settings.

Because of the Android’s security, the proxies will not work on the applications. It will work just on the browsers (Chrome, Firefox etc)

  1. Connect to WI-FI network
  2. Settings->WI-FI
  3. Long tap on connected network’s nameĀ 
  4. Modify network config-> Show advanced options
  5. Set proxy settings