I think we need a better idea what you are trying to accomplish. Watir works by driving a web browser, usually located on the same system that is executing the script code. The browser then connects to the web site, which could be your local system, or a test env, or a site on the internet.
[your-box {watir} ==> {browser} ==> {OS IP stack}] ==> LAN ==> internet ==> [webserver]
How the browser connects to the test site is really outside of what watir is doing. If you are adding VPN or a proxy(server), that's happening where you see the IP stack or LAN in the little diagram above. Presuming it is properly configured, the test script you would run would be exactly the same as if you were connecting to the site via a normal network. If you can connect the browser to the site and surf manually, then you should be able to drive the browser via watir