Windows Server 能不能不借助任何第三方软件搭建上网代理服务器

在同一局域网的话可以在 Windows Server 上设置 NAT ，然后把要上网机子的默认网关改成 Windows Server 机的 IP 。不过这种方案不属于代理服务器，属于网关 /路由器。

当然可以，右击网卡 /共享 /intenet 连接共享，好像得单独一网卡。

简单的 socks5 可以用 stunnel ，只是 windows 挂 socks5 软件有限，
https://www.stunnel.org/auth.html

Server Configuration
Unless PSK authentication is configured, each stunnel server needs a certificate with the corresponding private key. The Windows installer of stunnel automatically builds a certificate. On Unix platforms, a certificate can be built with "make cert". A certificate can also be purchased from one of the available commercial certificate authorities.

A trivial configuration example:

[certificate-based server]
accept = <server_port>
cOnnect= <dst_port>
cert = cert.pem
key = key.pem
The "key" option may be omitted if cert.pem also contains the private key.

Client Configuration
stunnel can use an existing PKI (Public Key Infrastructure). The following configuration requires stunnel 5.15 or later:

[PKI client]
client = yes
accept = 127.0.0.1:<src_port>
cOnnect= <server_host>:<server_port>
verifyChain = yes
CAfile = ca-certs.pem
checkHost = <server_host>
The ca-certs.pem file contains the certificates of trusted certificate authorities.

windows server 内置 openssh server ，客户端用 ssh 转 socks5 的方式连接 openssh server （ windows 也内置 ssh 的），全套 windows 内置的软件方案