CCProxy is one of the app that can help you to setup your VPS Windows Server as a Proxy Server.
Go to their website and download then install the app. you will see this window. Remember allow the app can access your public network and bypass Firewall.
Click Options Then put on Port Textbox at HTTP/RTSP and Secure any Port you want to do.For example 808 Port
Remember go to Firewall to allow all CCProxy App
Now, you can go to Chrome on your local machine.
Go to Settings> Type: Proxy, then change with your proxy information like this: VPS Server IP:808
if you can surf internet, your installation is right.