Self-hosted runners [can be configured](https://help.github.com/en/actions/hosting-your-own-runners/using-a-proxy-server-with-self-hosted-runners) to run behind a proxy server in enterprises.
For actions to **just work** behind a proxy server:
If you are using other http clients, refer to the [environment variables set by the runner](https://help.github.com/en/actions/hosting-your-own-runners/using-a-proxy-server-with-self-hosted-runners).