To access online functionality, to be seen in the leaderboards and to see clouds in the sky in the World of Goo Corporation, you will need to configure a proxy. Your proxy must be able to support HTTPS.

To do this you need to set environment variables. Microsoft has documentation on how to do this.

To specify a proxy, you need to set the environmental variable named "https_proxy" (or alternatively "all_proxy" if you want to use the same proxy server for all types of connections) to a string of the form "hostname:port" (e.g. "proxy.myisp.com:12345").