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network connectivity with proxy


in Knights and in LabPlot I realized recently, while being in a corporate 
network behind a proxy, that the connection to public internet servers is not 
possible. E.g. in Khights the connection to the FICS-server is done like 

QTcpSocket* socket = new QTcpSocket(this);
socket->connectToHost(address, port);

How to properly handle the proxy settings? Reading system settings (from the 
environment?) and calling QTcpSocket::setProxy() or 
QNetworkProxy::setApplicationProxy() somewhere  in main.cpp doesn't sound to 
me like the "standard way to do this". 

In KDE's system settings there're already settings for the proxy. How to use 
them and how to deal with this on windows and mac os x where this is not 
available? Should the applications have this configuration in their settings?