Hi,
Please read the following article:
Internet Explorer Maintenance Replacements. Here you may find what tools and settings are suggested to maintain Internet Explorer's configuration in Windows 8 via Group Policy Objects.
Alternatively, you can check if manually configuring proxy policy still works. Open the following registry key:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings
Recreate the following REG_SZ values:
ProxyEnable
ProxyServer
ProxyOverride
Also, please read the following article:
Group Policy Settings in Internet Explorer 10.
Funny, I can't get to understand how do I add the inetres.admx template which is located at
%systemroot%\PolicyDefinitions\ folder to Group Policy Editor. Selecting
Add/Remove Templates in the context menu of Administrative Templates folder in the Local Group Policy Editor
does not allow you to choose *.admx files.