In putty enter hostname or IP address and port on Session page.
In Connection > Proxy settings enter company proxy IP and port set it as HTTP proxy.
In Connection > SSH check enable compression and version 2.
In Connection > SSH > Tunnels enter local port that will be used f.e. 8888 and remote IP address of the proxy server together with port f.e. 10.10.10.10:3128 and click add.
Go back to Session, enter name for the session click Save and then Open.