In secure proxy scenario we assume our users are roaming around the globe and can connect to our cloud proxy from any IP address. In such scenarios proxy authentication is a must.
Web Filtering Proxy supports three types of proxy authentication - IP address labelling, basic authentication using local proxy user names and Microsoft Active Directory proxy authentication.
For the purpose of this tutorial local users authentication seems to be most appropriate. In future tutorials we will try to see how the user authentication can be done using Microsoft Active Directory and Azure Active Directory Services.