You just point to your Proxy server under Settings / WiFi. Alternatively you may want to install your proxy SSL CA on your mobile device, so you can see inside HTTPS connections (if supported).

Charles Proxy has some easy-to-use pointers [1][2].

[1] http://www.charlesproxy.com/documentation/faqs/ssl-connectio...

[2] http://www.charlesproxy.com/documentation/faqs/using-charles...