If internet of Windows through Whonix-Gateway is possible, what you need any proxyfier for?
Usually you don't need this.
Note, the Tor network does not support UDP. -> https://www.whonix.org/wiki/Template:Tor_UDP
And DNS by default used UDP. (Tor's DnsPort is a bit different. It accepts UDP DNS, sends it through normal Tor TCP to Tor exit relays, which do the DNS resolution.)
So you either need to tunnel UDP over Tor ( https://www.whonix.org/wiki/Tunnel_UDP_over_Tor ), or use a TCP aware DNS resolver. (Some information here, although not tailored for the Windows platform: https://www.whonix.org/wiki/Secondary_DNS_Resolver)