You must use addon-sdk. Here is a link to their documents for the service, where you can find additional information.
Here's what the addon-sdk solution might look like.
var prefsvc = require("sdk/preferences/service");
prefsvc.set("network.proxy.http", server);
prefsvc.set("network.proxy.http_port", port);
prefsvc.set("network.proxy.ssl", server);
prefsvc.set("network.proxy.ssl_port", port);
prefsvc.set("network.proxy.type", 1);
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