Setup Proxy?

Using the C# Lib, how do I setup a proxy to connect to an FTP?
Session does not seem to offer anything in that regard.

See Proxy* settings at:
https://winscp.net/eng/docs/rawsettings

Though easier is to have WinSCP GUI generate a code template for you:
https://winscp.net/eng/docs/ui_generateurl#code