The install script asks for proxy configuration. You need to provide the IP Address/FQDN and port number along with the proxy certificate file path. For example,
Do you want connection via Proxy [y/N]: y
Enter Https Proxy settings [<IP Address>:<Port #>]: 10.xxx.xx.xx:3xxx
Enter Https Proxy certificate file path: /etc/qualys/cloudagent/
Your proxy server must provide access to the Qualys Cloud Platform (or the Qualys Private Cloud Platform) over HTTPS port 443. Go to Help > About to see the URL your hosts need to access.
How to Install Sensors