For all users of the system via the /etc/wgetrc or for the user only with the ~/.wgetrc file:
use_proxy=yes
http_proxy=127.0.0.1:8080
https_proxy=127.0.0.1:8080
or via -e options placed after the URL:
wget ... -e use_proxy=yes -e http_proxy=127.0.0.1:8080 ...