EViews 7 can only detect a proxy that's been defined as a static proxy for IE. If IE is using the "Use automatic configuration script" option, then you're going to have to manually figure out what your proxy server is. The configuration script is usually just a text file that has one or more proxy servers defined based on what address you're trying to go to. If you open a browser window and type in the URL from the "Address" textbox for the configuration script, you should be able to see inside that script for information as to which proxy server to use -- if there are multiple proxy servers, you'll have to pick the default one for public external internet addresses.
If all else fails, you'll have to ask someone in your IT department what your proxy server setting is. Once you have it, you would type it into the proxy server textbox. It should look something like this:
(for example, myproxyserver:8080)
If there is a proxy username and password that you have to use, you'll have to put that information into EViews as well.