In order to configure proxy settings etc on ubuntu the shipped GUI is a bit messy but there is a tool that helps a lot:
dconf
It can also be used for no_proxy, http_proxy, https_proxy etc.
Remark: Make sure you re-login after changing settings.
If you are trying to for example develop python and accessing something encrypted with SSl and that SSL certificate is not signed by a well known CA you might get an error.
That is because your CA is not added to the local CA store of e.g. Ubuntu.
You can add your signatures by:
sudo mkdir /usr/share/ca-certificates/extra sudo cp FOO.crt /usr/share/ca-certificates/extra/FOO.crt sudo dpkg-reconfigure ca-certificates
Then the new certificates will be added to your local store.
(please be careful as sudo dpkg-reconfigure ca-certificates is only checking for files *.crt, so no *.cer etc).