http://bugs.winehq.org/show_bug.cgi?id=28552
--- Comment #23 from Hans Leidekker hans@meelstraat.net 2011-11-21 14:07:43 CST --- (In reply to comment #22)
(In reply to comment #21)
In this case Windows clients must be configured manually (which defeats the purpose of wpad), and you should do the same on Wine.
That is not true. I have already tried that. In windows go to the "Control panel/Internet options" and on "connections" tab click on the "LAN settings" and there you can check "use automatic configuration script" and enter URL for wpad script. And these settings are for whole system (I expect that winhttp or similar library take these settings in account).
That's the same dialog you can reach via IE's tools menu. It's per-user because it modifies this registry key: HKCU\Software\Microsoft\Windows\CurrentVersion\Internet Settings\Connections
winhttp supports this but not automatically; it's up to the application to call WinHttpGetIEProxyConfigForCurrentUser.
If native IE doesn't work for you on Wine, try exporting that key from Windows and importing it in Wine.