There is no possiblity of connecting to the internet without using the proxy; the notebook only connects to internet when getting a virtual network or is inside the company network.
Using the CS6-Version or the Team Cloud is actually no option, because the software isn't used by the company so they won't pay and support it. It's just the permission to use the notebook for private stuff too.
So I think I have to wait until the software will be some day integrated in the companies software distribution...
Thanks for your constructive discussion ... not the answer I wanted but the one I supposed.
So now I found the solution. This might be only one for our network but maybe this will help some other people to.
Please note: There is a solution for getting connection of CreativeCloud Manager to internet for connecting and downloading the apps. The apps itself do not get internet connection itself, so syncing preferences etc. isn't possible with this workaround yet.
So if you have a proxy running, you will see when clicking on Internet Explorer --> Tools --> Internet Options --> Connections --> LAN-Settings you will get the windows mentioned above.
Now if you have a proxy running, the second point should be marked and there should be a proxy-adress. So if you wanna get the internet connection running for your CCM, just check the last option (and maybe uncheck the second one). Now your proxy shouldn't make any problems and your CCM should connect to the internet.
Worked with our network here, maybe solution for other people. Still not syncing the app prefs but installing the apps now without prefs is much better than not using the apps ;-)