Mozilla Firefox stands out among other popular browsers as it has more options for setting up a proxy. Unlike Chrome or Internet Explorer, which use only system-wide settings, it allows you to customize the proxy settings. Besides, with Firefox, it is possible to choose the SOCKS-protocol version you need and make remote DNS requests when using SOCK5.
Setting up a proxy server starts with opening the Firefox menu. The button is located at the upper right corner right below the close button (the instructions are written for Firefox Version 89 but can be used for earlier ones). Click the “Setting” option (you automatically get to the “General Settings” window) and scroll the screen down till you get to the “Network Settings” section. Click the “Settings” button and choose one of the five proxy options. Your next steps depend on whether or not you want to use a proxy and, if you do, what type of proxy you wish to set up. The options are the following: no proxy, auto-detect proxy settings, system proxy settings, manual configuration, and automatic configuration.