Using yum behind a proxy requires special configuration, and the guide does not document this relatively common support question. I think some instructions should be added for this, either as a term in the yum [main] section or an independent section.
This should be included in the DNF section now, but most things use the system proxy config or $http_proxy and $https_proxy env vars so it may not be as necessary as it was back in Fedora 2x days...still, adding proxy=http://proxy:8080 to your dnf.conf file is still a possible solution
This bug can probably be closed, setting the proxy environment vars does the job and DNF honours that. Proxy usage is also not very common any longer in most environments.