Does Jenkins supports proxy server for PowerShell plugin.
I am using proxy server to connect internet and executed below command in Jenkins job

$Client = New-Object -TypeName System.Net.WebClient
$Client.Proxy.Credentials = [System.Net.CredentialCache]::DefaultNetworkCredentials
$Client.DownloadString('https://login.windows.net')

Not able to connect throws exception as below

Exception calling "DownloadString" with "1" argument(s): "Unable to connect to
the remote server"
At C:\AzureStackMigration\psauth.ps1:451 char:1
+ $Client.DownloadString('https://login.windows.net') > C:\AzureStackMi ...
+ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+ CategoryInfo : NotSpecified: ( [], MethodInvocationException
+ FullyQualifiedErrorId : WebException

Can you let me know how to resolve this issue.