By default News Groups Submitter Pro works via direct Internet connection. If your computer is located behind the proxy or you want to hide your IP-address then you should use socks5.
If your computer is located behind the proxy you should enter your proxy settings within the "Preferences" section.
If you want to hide your IP-address enter the proxy settings of any gateway in the Internet. You may find the list of some of these gateways in the "gateways.txt" file that is located into the News Groups Submitter directory.