[doc] add download model tips (#16389)

Signed-off-by: reidliu41 <reid201711@gmail.com>
Co-authored-by: reidliu41 <reid201711@gmail.com>

docs/source/models/supported_models.md

@@ -160,6 +160,35 @@ If vLLM successfully returns text (for generative models) or hidden states (for
 Otherwise, please refer to [Adding a New Model](#new-model) for instructions on how to implement your model in vLLM.
 Alternatively, you can [open an issue on GitHub](https://github.com/vllm-project/vllm/issues/new/choose) to request vLLM support.
 
+#### Using a proxy
+
+Here are some tips for loading/downloading models from Hugging Face using a proxy:
+
+- Set the proxy globally for your session (or set it in the profile file):
+
+```shell
+export http_proxy=http://your.proxy.server:port
+export https_proxy=http://your.proxy.server:port
+```
+
+- Set the proxy for just the current command:
+
+```shell
+https_proxy=http://your.proxy.server:port huggingface-cli download <model_name>
+
+# or use vllm cmd directly
+https_proxy=http://your.proxy.server:port  vllm serve <model_name> --disable-log-requests
+```
+
+- Set the proxy in Python interpreter:
+
+```python
+import os
+
+os.environ['http_proxy'] = 'http://your.proxy.server:port'
+os.environ['https_proxy'] = 'http://your.proxy.server:port'
+```
+
 ### ModelScope
 
 To use models from [ModelScope](https://www.modelscope.cn) instead of Hugging Face Hub, set an environment variable: