Linux 101 stuff. Questions are encouraged, noobs are welcome!

I'm using TetherFi to share my phone's internet connection. I understand how to setup the proxy settings in the browser on my laptop to get it working, and I've also been able to get Freetube working by changing the proxy settings within the app.

What I am wanting to know is if there is a way to set up a system wide proxy setting so that other applications on my laptop will work without having to go into each app individually. The desktop versions of my messaging app, steam, and the app store are all inaccessible to me currently and it would be nice to be able to get these working automatically through the proxy if possible?

I'm on Pop_os.