Restart Visual Studio. A proxy authentication dialog should appear. Enter your credentials when prompted in the dialog.

If restarting Visual Studio doesn't solve the problem, it might be because your proxy server doesn't prompt for credentials for http://go.microsoft.com addresses, but it does so for *.visualStudio.microsoft.com addresses. For these servers, add the following URLs to an allowlist to unblock all sign-in scenarios in Visual Studio:

We recommend that you remove the http://go.microsoft.com address from the allowlist. Removing the address allows the proxy authentication dialog to show up for both the http://go.microsoft.com address and the server endpoints when Visual Studio restarts.

Or if you want to use your default credentials with your proxy, follow these steps:

Find devenv.exe.config (the configuration file of devenv.exe ) in:

In the configuration file, find the <system.net> block, and then add this code:

<defaultProxy enabled="true" useDefaultCredentials="true">
    <proxy bypassonlocal="True" proxyaddress="http://<yourproxy:port#>"/>
</defaultProxy>
You must insert the correct proxy address for your network in proxyaddress="<http://<yourproxy:port#>.
For more information, see the <defaultProxy> Element (Network Settings) and <proxy>  Element (Network Settings) pages.
Error "Disconnected from Visual Studio" when attempting to report a problem
This error generally occurs when a user connects to the internet through a proxy server. The proxy server then blocks the calls that Visual Studio makes to some network resources.
Resolution
To resolve this issue, follow these steps:
Find feedback.exe.config (the configuration file of feedback.exe) in: %ProgramFiles(x86)%\Microsoft Visual Studio\Installer or %ProgramFiles%\Microsoft Visual Studio\Installer.
In the configuration file, check whether the following code is present. If the code isn't present, add it before the last </configuration> line.
<system.net>
    <defaultProxy useDefaultCredentials="true" />
</system.net>
Error "The underlying connection was closed"
If you're using Visual Studio in a private network that has a firewall, Visual Studio might not be able to connect to some network resources. These resources can include Azure DevOps Services for sign-in and licensing, NuGet, and Azure services. If Visual Studio fails to connect to one of these resources, you might see the following error message:
The underlying connection was closed: An unexpected error occurred on send.
Visual Studio uses Transport Layer Security (TLS) 1.2 protocol to connect to network resources. Security appliances on some private networks block certain server connections when Visual Studio uses TLS 1.2.
Resolution
Enable connections by adding these domain URLs to an allowlist.
Error "Failed to parse ID from parent process"
You might encounter this error message when you use a Visual Studio bootstrapper and a response.json file on a network drive. The error's source is the User Account Control (UAC) in Windows.
Here's why this error can happen: A mapped network drive or UNC share is linked to a user's access token. When UAC is enabled, two user access tokens are created: One with administrator access, and one without administrator access. When a network drive or share is created, the user's current access token is linked to it. Because the bootstrapper must be run as administrator, it won't be able to access the network drive or share if either the drive or the share isn't linked to a user-access token that has administrator access.
Resolution
To resolve this issue, use the net use command or change the UAC Group Policy setting. For more information about these workarounds and how to implement them, see:
Mapped drives aren't available from an elevated prompt when UAC is configured to "Prompt for credentials" in Windows
Programs may be unable to access some network locations after you turn on User Account Control in Windows operating systems
The product fails to install or update because network share permissions aren't configured correctly
Make sure that the account performing the install or update has sufficient access to the network shares.
Issue
Solution
User account can't access files.
If the user has administrator permissions on the machine and is going to be installing or updating from a layout, then you'll need to make sure that the network share permissions (ACLs) are configured to grant users read access before the network location is shared.
System account can't access files.
Sometimes the installation or update is run using the system account instead of a user account. This typically happens when Administrator updates are used to keep the machine updated and secure. You'll need to make sure that the client machines' system accounts have read permissions to the network file share. You can do this by creating an Active Directory group containing the machine accounts that need access to the share, and then granting that AD group access to the share.
Support or troubleshooting
If your Visual Studio installation fails, see Troubleshoot Visual Studio installation and upgrade issues for step-by-step guidance.
More support options:
We offer an installation chat (English only) support option for installation-related issues.
Report product issues to us via the Report a Problem tool that appears both in the Visual Studio Installer and in the Visual Studio IDE. If you're an IT Administrator and don't have Visual Studio installed, you can submit IT Admin feedback here.
Suggest a feature, track product issues, and find answers in the Visual Studio Developer Community.
References
Troubleshoot network layout or offline installation issues
Install and use Visual Studio behind a firewall or proxy server
Visual Studio administrator guide