Your Jenkins server has no access to the internet. You are trying to run a Jenkins job that involves a plugin. You receive a 407 error when a job runs. You look at the console output and see java.io error that deals with being unable to connect to a website. How do you customize a Jenkins plugin to retrieve installation media from an internal server instead of a default website URL?
Go to Manage Jenkins -> Global Tool Configuration. Find the plugin. Modify the plugin configuration there.