By default the user interacts with the SWT Web Installer through the command shell. Remember that you don't have a GUI, you are downloading it.
So, when the application gives the control to the SWT Web Installer library, the first request is if you connect to the internet through a proxy.
In this case the answer will be no, so there will be no other questions about the proxy.
If the answer is yes, SWT Web Installer will request proxy address and, if needed, authentication.

Screenshot proxy

Once you answered the questions about the proxy, SWT Web Installer downloads the list of sites from which it is possible to download SWT.
When this is done, you need to choose from this list the site from which you want to download SWT.

Screenshot choice

At this point SWT Web Installer downloads SWT and installs it in the swt directory. The control is returned to the application (in this example the application stops immediately after).

Screenshot Complete