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
On the MikTex console page go to Updates.
Click Connection Settings.
Check the Use a proxy server and enter the proxy details.
Click Ok.
General User MikTex Console
On the MikTex console page go to Updates.
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
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