By default, the ProxySG will accept explicit connections on port 80 and 8080 for web traffic so chances are that nothing needs to be changed on your configuration for this to work.
To confirm that the Proxy is listening on port 80, follow these steps :
With that in place, your proxy will listen and intercept to connections done on port 80. From that point, simply make sure that your browser is configured to use port 80 when communicating with the Proxy (found in your browser's settings).