Added info about the values of the HTTP_PROXY and HTTPS_PROXY var (MicrosoftDocs#1883)

Author: dcaro

docs-conceptual/azps-6.3.0/az-powershell-proxy.md

@@ -28,3 +28,6 @@ The environment variables used are:
 
 On systems where environment variables are case-sensitive, the variable names may be all lowercase
 or all uppercase. The lowercase names are checked first.
+
+The proxy server may be a hostname, IP address, or HTTP URL, optionally followed by a colon and port number. Username and password are also optional for proxy authentication. The
+URL must start with `http`, not `https`, and cannot include any text after the hostname, IP address, or port number.