Monitor?
Sure. Use Network Monitor!
Is this a trick question :) ?
I wouldn't take what's listed as "only these servers are supported". Refer to the Admin guide for implementing Web Prevent, and take it for a spin. Key take-away; Enable Trial Mode. This will throw an incident without actually blocking the message. Note that for all proxy server configurations you will probably need the product documentation to get the RESPMOD and REQMOD details.
Good Luck!