Hi,
I assume your proxy deals at least with HTTP and SSL connections and that your network masks are all 24 bits (255.255.255.0).
The traffic will go between LAN <--> WAN ports of SWG to go / come from your proxy.
In your environment the protected PCs will make requests to the proxy which in turn will re-generate the connections to the intended URLs, so all HTTP/S connections to the internet will generate from the proxy.
the IP addressing looks fine. Some of the things I'd make sure:
- cables are attached to the right place (check Implementation Guide)
- protected PC's can ping the proxy host and reach the proxy port (i.e. 8080)
- proxy can ping firewall (I assume this is the gateway to inetrnet) and protected PCs
- proxy can properly resolve DNS
- firewall allows proxy IP address to access the internet.
- SWG had this proxy server included under Servers tab and the option to Analyze ports used by proxy is enabled under the Proxy tab.
Check your custom reports for traffic and make sure the colums for source IP and destination port are enabled.
HTH,
Federico