If your Server is behind proxy and this proxy does not allow outbound traffic without prior knowledge. You may use (Microsoft Network Monitor) to get into knowing which URLs should be unblocked.
First you should know if yo need to use proxy or not based on your setup and internet access. If proxy is a must, don’t forget to update you proxy server from Administration Tab –> Global Service Monitor
your security team should grant your SCOM Servers access to the following URLs in order for your GSM to work properly.