@HerAdri Have you been able to download the package?
The point @mauro3 makes is that for a package which is registered you can add the package easily using the pkg> add command
For a package which is not registered - perhaps someone has pointed you towards a package which is very new, then you can use the git mechanism to download it directly from a git repository.
This git repository does not need to be on Github itself - for instance you could have local repositories within your company. This would help with your firewall/proxy problems!
You can also give the exact git branch name, or the master branch, to the git add.
HOWEVER - be careful here. Normally you use the default version which is registered.
ALso it is worth discussing the βdevβ keyword. If you wish to include the source code and the build scripts into your Juli ainstallation, for the purposes of developing that package - for example just to see the source code on your machine, or to alter it to add functionality or fix a bug then the dev keyword will add the source code into the directory ~/.julia/dev