in reply to Proxy with LWP
See the Proxy attributes setting of LWP::UserAgent.
But from my experience, wanting/requiring a network connection just for running your module self tests will bring you lots of bogus failures for little gain. If you need the live connection to download additional data, consider packaging the additional data with your distribution instead - that way, users will always have a Known Good point of reference when they download a distribution of your module.
In Section
Seekers of Perl Wisdom