I am trying to use composer on command line :
php composer.phar update
php composer.phar install
php composer.phar self-update
php composer.phar selfupdate
<
The right an easy way to run composer on windows under a proxy is opening the console (cmd), go to your project location and run this command:
C:\wamp\htdocs\myproject\> SET HTTP_PROXY=http://username:password@proxy.yourdomain.com:8080 && php composer.phar install
PD: You must changes parameters like: username, password, proxy.yourdomain.com and 8080 to yours
I hope this help to you