This post is older than a year. Consider some information might not be accurate anymore.
If you are running a virtual machine for linux centos on your windows host and you have configured CNTLM, you can access in the virtual machine with yum the repository by adding this line in your /etc/yum.conf:
echo "proxy=http://10.0.2.2:3128" >> /etc/yum.conf
Add proxy_username and proxy_password if you need it.
To access with rpm the internet like
rpm --import https://packages.elastic.co/GPG-KEY-elasticsearch
put in /etc/environment
http_proxy="http://10.0.2.2:3128"
https_proxy="https://10.0.2.2:3128"
