VMWare Workstation 15 Player not connecting to the internet

Hello,

My host OS is Windows 10 and I have a cable connection to the internet but im behind a proxy but also have wifi connection and can use my mobile phone to bypass proxy.

I installed VMWare Workstation 15 Player and on it I installed Linux CentOS. I want to dowload something with yum or connect to the internet from the linux installed on the vm but it doesnt work,

How can I setup the vm to connect to the internet ?

Thanks in advance