Hi.
http://www.symantec.com/connect/articles/how-configure-proxy-settings-symantec-endpoint-protection-manager-sepm-121
https://www-secure.symantec.com/connect/forums/sep-12x-client-and-proxy-server
https://www-secure.symantec.com/connect/forums/configuration-proxy-setting-sepm
Check these articles post by Mithun.
1. Configuring Symantec Endpoint Protection Manager to connect to a proxy server to access the Internet
http://www.symantec.com/docs/HOWTO55201
2. How to configure a Symantec Endpoint Protection Manager (SEPM) 12.1 client to use a proxy for LiveUpdate
http://www.symantec.com/docs/TECH167247
3. Specifying a proxy server for client submissions and other external communications
http://www.symantec.com/docs/HOWTO55363
4. Specifying a proxy server that clients use to communicate to Symantec LiveUpdate or an internal LiveUpdateserver
http://www.symantec.com/docs/HOWTO55358
5. Ports and Protocols to be allowed when using a proxy in a Symantec Endpoint Protection environment.
http://www.symantec.com/docs/TECH131843
6. How to bypass the IIS proxy after migrating to Symantec Endpoint Protection 12.1
http://www.symantec.com/docs/TECH161964
7. How to bypass the IIS proxy after upgrading to Symantec Endpoint Protection Manager 12.1
http://www.symantec.com/docs/TECH162324
8. What is the Endpoint Protection 12.1 IIS ISAPI proxy and when is it installed?
http://www.symantec.com/docs/TECH180596
9. How to set proxy settings in Java LiveUpdate
http://www.symantec.com/docs/TECH100706
10. Required exclusions for proxy servers to allow Symantec Endpoint Protection to connect to Symantec reputation and licensing servers
http://www.symantec.com/docs/TECH162286