Hi,
Do you mean HTTP tunnelling? Currently DBeaver supports only SSH tunnels.
Or do you mean SOCKS proxy?
Generally HTTP proxy won't work in case of database connections. Because HTTP is request based protocol while JDBC requires statefull connection.
As I know some JDBC drivers supports HTTP tunneling (Oracle don't) and some UI clients (like Navicat) have "HTTP Proxy" feature. In fact they require to deploy some software on your server to make such proxies work. At my point of view it is very unsafe and unstable solution.
However in same cases (like LAMP) it might work well because MySQL usually works in non-transactional environment, doesn't lock tables/rows and security is not so important.
But Oracle is a very different story

Anyway we don't have this feature in nearest plans. So, if you do not have SSH access to your firewalled network (where database lives) but still want to acess it I'd suggest to use some third party software for proxy.