Bottles has a list of "Wine legacy tools" which includes the Wine Control Panel, where you can edit your Internet Settings for your prefix. Heroic only has WINECFG which gives you the Configuration, but not the Control Panel.
Solution
Open Winetricks, select "Select the default wineprefix" -> "Run a Wine cmd shell". Run
control
control
in the shell, the control panel should open
What's your exact use case for this? If you're doing this to fix an issue with a game, we'd like to add a protonfix for it (so it automatically happens for everyone running that game)