Using the default network credentials

(New-Object System.Net.WebClient).Proxy.Credentials = [System.Net.CredentialCache]::DefaultNetworkCredentials

Using a different credentials

Using Get-Credential

(New-Object System.Net.WebClient).Proxy.Credentials = Get-Credential

Using NetworkCredential Object

(New-Object System.Net.WebClient).Proxy.Credentials = New-Object System.Net.NetworkCredential(<username>, <password>)

Note: You can add any one of these to your powershell profile to allow it to have network connectivity by default using proxy.