For example, i have 1 freebsd machine and 1 windows. Previously i am using vpn on my windows machine and i can just use ftp from freebsd to fetch stuff.

Now i have to run a http proxy server on my windows machine. (any win proxy server software will do, such as wingate.) Then on my freebsd, i have to set the ftp_proxy and http_proxy using my windows machine's IP(Impt: VPN client IP, not the actual IP). Then at least command like wget works now.