Many times, a Java app needs to connect to the Internet. The most common example happens when it is reading an XML file and needs to download its schema.
I am behind
If you want "Socks Proxy", inform the "socksProxyHost" and "socksProxyPort" VM arguments.
e.g.
java -DsocksProxyHost=127.0.0.1 -DsocksProxyPort=8080 org.example.Main