I\'m quite a newbie with Boost, and my only experience of surfing though a proxy using a library is using .NET (that is really convenient for that purpose). I\'m now trying
No, Boost provides neither an HTTP client nor a way to interface with proxies. You would necessarily have to implement those features yourself.
To be clear, yes, it is possible to implement an HTTP client using Boost.Asio. But implementing a client that can reliably talk through a proxy is significantly more complex, and Asio does not provide any support for that beyond the low-level socket itself. It certainly does not include the framework for performing NTLM authentication, which may prove difficult to get right.
More complex libraries like cURL provide that support.