In the past I’ve heard numerous people mention they couldn’t get the Windows 8 Store from behind a proxy on the corporate network. Many even thought it was a design flaw by Microsoft and that it wasn’t possible.
A colleague of mine Kuo Wei Lau informed me about this article that specifies how to configure the proxy for metro apps in Windows 8.
So it is possible to use Windows 8 apps from behind a proxy, but I have to admit that in my opinion the configuration is hidden in a not very obvious location. Nevertheless, it is possible 🙂
Apparently there are also other solutions and apparently there are also some issues to take into account. So you might want to take a look at these articles as well:
[EDIT 04-07-2014] With Windows 8.1 Preview configuration of the proxy has been improved. For more info take a look at: https://bjornhouben.wordpress.com/2013/07/04/windows-8-1-use-windows-store-apps-when-behind-an-authenticated-proxy/