ABP server contains a component called “mirror” which automatically downloads updates, unfortunatelly for you from the internet. I suggest to equip the server computer with two network cards - one for comunication to the internet (the server will automatically download VPS updates), and the other network adaper will be used on the managed machines themselves. At this time, other means to update the VPS are not supported.
ABP setup detects proxy from the windows settings. You may change the proxy settings after install finishes in the advanced settings dialog.