import urllib.request as request

proxy_handler = request.ProxyHandler({'http': '<proxy omitted>'})
opener = request.build_opener(proxy_handler)
url = 'http://data.pr4e.org/romeo.txt'

# open the website with the opener
req = opener.open(url)
data = req.read().decode('utf8')
print(data)

Error:
PS C:\Users\<user>\Desktop> python .\week4.py
Traceback (most recent call last):
  File ".\week4.py", line 33, in <module>
    req = opener.open(url)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 531, in open
    response = meth(req, response)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 640, in http_response
    response = self.parent.error(
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 569, in error
    return self._call_chain(*args)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 502, in _call_chain
    result = func(*args)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 649, in http_error_default
    raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 404: Not Found

from urllib import request as urlrequest

proxy_host = '<proxy omitted>'    # host and port of your proxy
url = 'http://data.pr4e.org/romeo.txt'

req = urlrequest.Request(url)
req.set_proxy(proxy_host, 'http')

response = urlrequest.urlopen(req)
print(response.read().decode('utf8'))

Error:
PS C:\Users\<user>\Desktop> python .\week4.py
Traceback (most recent call last):
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\http\client.py", line 865, in _get_hostport
    port = int(host[i+1:])
ValueError: invalid literal for int() with base 10: '8001/one-de-vpn.pac'

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File ".\week4.py", line 29, in <module>
    response = urlrequest.urlopen(req)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 222, in urlopen
    return opener.open(url, data, timeout)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 525, in open
    response = self._open(req, data)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 542, in _open
    result = self._call_chain(self.handle_open, protocol, protocol +
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 502, in _call_chain
    result = func(*args)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 1348, in http_open
    return self.do_open(http.client.HTTPConnection, req)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\urllib\request.py", line 1288, in do_open
    h = http_class(host, timeout=req.timeout, **http_conn_args)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\http\client.py", line 829, in __init__
    (self.host, self.port) = self._get_hostport(host, port)
  File "C:\Users\<user>\AppData\Local\Programs\Python\Python38\lib\http\client.py", line 870, in _get_hostport
    raise InvalidURL("nonnumeric port: '%s'" % host[i+1:])
http.client.InvalidURL: nonnumeric port: '8001/one-de-vpn.pac'