下面是一个使用 Golang syscall 设置 Windows 代理服务器的示例：

package main

import (
    "fmt"
    "syscall"
    "unsafe"
)

const (
    INTERNET_OPTION_PROXY          = 38
    INTERNET_OPEN_TYPE_DIRECT      = 1
    INTERNET_OPEN_TYPE_PROXY       = 3
    INTERNET_PER_CONN_FLAGS        = 1
    INTERNET_PER_CONN_PROXY_SERVER = 2
)

type INTERNET_PROXY_INFO struct {
    dwAccessType    uint32
    lpszProxy       *uint16
    lpszProxyBypass *uint16
}

type INTERNET_PER_CONN_OPTION struct {
    dwOption uint32
    Value    uintptr
}

type INTERNET_PER_CONN_OPTION_LIST struct {
    dwSize        uint32
    pszConnection *uint16
    dwOptionCount uint32
    dwOptionError uint32
    pOptions      *INTERNET_PER_CONN_OPTION
}

func main() {

    // 设置代理服务器地址和端口号
    const proxy = "127.0.0.1:8888"

    // 将代理服务器地址和端口号转换为C字符串
    proxyStr, err := syscall.UTF16PtrFromString(proxy)
    if err != nil {
        fmt.Println("Failed to convert proxy address to UTF16: ", err)
        return
    }

    // 获取Internet连接句柄
    hInternet, err := syscall.LoadLibrary("wininet.dll")
    if err != nil {
        fmt.Println("Failed to load wininet.dll: ", err)
        return
    }
    defer syscall.FreeLibrary(hInternet)

    // 创建Internet打开类型
    internetOpen, err := syscall.GetProcAddress(hInternet, "InternetOpenW")
    if err != nil {
        fmt.Println("Failed to find InternetOpenW function: ", err)
        return
    }

    internetOpenFn := syscall.NewCallback(func(lpszAgent *uint16, dwAccessType uint32, lpszProxy *uint16, lpszProxyBypass *uint16, dwFlags uint32) uintptr {
        ret, _, _ := syscall.Syscall6(uintptr(internetOpen), 5, uintptr(unsafe.Pointer(lpszAgent)), uintptr(dwAccessType), uintptr(unsafe.Pointer(lpszProxy)), uintptr(unsafe.Pointer(lpszProxyBypass)), uintptr(dwFlags), 0)
        return ret
    })

    hInternetOpen, _, err := syscall.Syscall6(uintptr(internetOpenFn), 5, 0, uintptr(unsafe.Pointer(syscall.StringToUTF16Ptr("Golang"))), uintptr(unsafe.Pointer(&INTERNET_PROXY_INFO{
        dwAccessType: INTERNET_OPEN_TYPE_PROXY,
        lpszProxy:    proxyStr,
    })), 0, 0, 0)
    if err != 0 {
        fmt.Println("Failed to create Internet connection: ", err)
        return
    }
    defer syscall.FreeLibrary(hInternetOpen)

    // 设置代理服务器选项
    perConnOptionList := &INTERNET_PER_CONN_OPTION_LIST{
        dwSize:        uint32(unsafe.Sizeof(INTERNET_PER_CONN_OPTION_LIST{})),
        pszConnection: nil,
        dwOptionCount: 3,
        pOptions: &INTERNET_PER_CONN_OPTION{
            dwOption: INTERNET_PER_CONN_FLAGS,
            Value:    uintptr(INTERNET_OPEN_TYPE_PROXY),
        },
    }

    perConnOptionList.pOptions = &INTERNET_PER_CONN_OPTION{
        dwOption: INTERNET_PER_CONN_PROXY_SERVER,
        Value:    uintptr(unsafe.Pointer(proxyStr)),
    }

    internetSetOption, err := syscall.GetProcAddress(hInternet, "InternetSetOptionW")
    if err != nil {
        fmt.Println("Failed to find InternetSetOptionW function: ", err)
        return
    }

    internetSetOptionFn := syscall.NewCallback(func(hInternet uintptr, dwOption uint32, lpBuffer uintptr, dwBufferLength uint32) uintptr {
        ret, _, _ := syscall.Syscall6(uintptr(internetSetOption), 4, hInternet, uintptr(dwOption), lpBuffer, uintptr(dwBufferLength), 0, 0)
        return ret
    })

    _, _, err = syscall.Syscall6(uintptr(internetSetOptionFn), 4, hInternetOpen, uintptr(INTERNET_OPTION_PROXY), uintptr(unsafe.Pointer(perConnOptionList)), uintptr(unsafe.Sizeof(*perConnOptionList)), 0, 0)
    if err != 0 {
        fmt.Println("Failed to set proxy server option: ", err)
        return
    }

    fmt.Println("Proxy server set successfully!")
}

此示例使用 Windows API函数设置代理服务器选项。该程序将传递一个IP地址和端口号作为字符串。然后，它会将该字符串转换为UTF-16格式，并将其用作INTERNET_PER_CONN_PROXY_SERVER选项中的值。接下来，它使用INTERNET_SET_OPTION指定INTERNET_OPTION_PROXY选项，并将INTERNET_PER_CONN_OPTION_LIST结构传递给InternetSetOption函数。成功设置后，程序输出“代理服务器已成功设置！”。

请注意，此代码仅适用于Windows操作系统。要在其他操作系统上设置代理服务器，可能需要使用不同的API函数或库。