This post was initially published on August 22, 2015. Since then, I've switched to using Debian 9 for my development work so I do not know if this still works or not.

My development workstation at office access Internet through a proxy server so Windows Update does not work without additional configuration changes. I'm writing this post so I can configure my Windows workstation whenver I need it again.

netsh winhttp set proxy proxy_server:proxy_port

This works at my office. You can read How the Windows Update Client Determines Which Proxy Server To Use Connect to the Windows Update Web Site and see if another options work better for you.