1. Launch adb shell from your-android-folder\tools.
adb shell
2. Find db file. Normally - /data/data/com.android.providers.settings/databases/settings.db
ls -l /data/data/com.android.providers.settings/databases/settings.db
3. Launch sqlite.
sqlite3 /data/data/com.android.providers.settings/databases/settings.db
4. Check the databases and tables
sqlite> .databases
sqlite> .tables
Note: the setting of proxy should be inserted into table system
5. Insert proxy setting
insert into system values(99,'http_proxy', 'proxy ip');
6. Check the setting with "select * from system;"
This line - 99|http_proxy|your-proxy:proxy-port - is inserted.
7. Launch browser from emulator and access Internet behind proxy.