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Problem statement:

LaTeX Math displays an error: Error rendering 'latex' macro: LaTeX Error: File `preview.sty' not found.

Solution:

If you are using MikTex Admin Console, if not then please follow the steps given for a general user.

MikTex Admin Console

  1. On the MikTex console page go to Updates.

  2. Click Connection Settings.

  3. Check the Use a proxy server and enter the proxy details.

  4. Click Ok.

General User MikTex Console

  1. On the MikTex console page go to Updates.

  2. Select “Change…“ under the “Install from:” dropdown. Here you will find the connection settings. Now follow the steps to set up the proxy.

For more details see StackExchange Q&A: https://tex.stackexchange.com/questions/176718/miktex-proxy-settings