How to easily connect to a proxy or VPN via ad hoc Wi-Fi on my PC?

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So, I have have VPN and proxy connections to various servers on this PC. I can also easily set up as an ad hoc Wi-Fi hot spot by Windows' default feature, so other devices can connect to the Internet through it. The missing link is, that the connected devices should also connect to the VPN or proxy my main PC connects to, not to the 'bare' Internet. What are easy-to-follow steps to accomplish this, if I'm not a networking expert.

 

[xcr]

As I tried Googling for this, I have found that this might be much more complicated than I first thought.