Question about using PROXY

We have a windows Server that has an IP that has been whitelist on the server we are running SoapUI to connect to. SoapUI is running perfectly fine there, We want to run SoapUI on our Windows 10 workstations so we don't have to RDP to the server every time. Since our Windows 10 IP's are not whitelisted it wont work be default. Therefore we are trying to use a proxy to connect through the Windows Server.

Right now my proxy settings are,

Manual

Host - "Windows Server IP"

Port - 8080 'no port works'

Is this even possible or what am I missing? Guessing something on the Windows Server side not letting the connect establish.

Thank you