I found some post related (it is for MT4 but same for MT5) -
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Sergey Golubev, 2019.11.21 13:40
You did not tell about Operational System (OS) you are using so ... because of that I think - you are using Windows 10 for example.
If
yes so - try the other installator (from the other broker) ... or you are using Windows and having proxy so specify it during the
installation.
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Sergey Golubev, 2019.03.30 12:13
...
As to the proxy so there should not have any proxy for MT4. If MT4 is asking for proxy so it means that you have this proxy, or you installed MT4 on Linux or MacOS with some error (there are the threads about how to fix it).
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can anyone give me an idea what i should put there?