Yes, in general, Acrolinx sidebar edition integrations allow you to connect through a proxy. Older versions of the Word on Windows sidebar edition were an exception to this rule. Acrolinx for Office (Word and PowerPoint) should connect without any problems.
Using a Proxy With Acrolinx for Word sidebar edition
Acrolinx for Word on Windows 1.0 - 1.5 SR2uses Web Qt as the sidebar web control. If your organization uses an outbound proxy to filter outgoing internet traffic, Acrolinx for Word will not be able to connect.
Acrolinx for Word on Windows 1.5 SR3 uses Internet Explorer to load the sidebar, so you should be able to connect to Acrolinx despite your proxy settings. You must use Internet Explorer 11.