There's basically no need make any changes in ESET Bridge configuration after you install it. Just configure the proxy server via a security product policy:
Hello,
the Network Prerequisites are covered at https://help.eset.com/protect_cloud/en-US/?prerequisites.html
the full list is available at https://support.eset.com/en/kb332-ports-and-addresses-required-to-use-your-eset-product-with-a-third-party-firewall
using ESET Bridge might be an option for you as it
1. by default (when Vulnerability & Patch Management is not being used) allows traffic related to ESET's services
2. caches significant portion of the traffic to save your bandwidth
So I recommend to explore this option
Peter