Hi,
How it works for some people is to use - dhcp option 252, wpad - which is used to point the clients to a pac file which they can download. Once the clients are configured to use the pac file, they will forward all traffic to be proxied to the proxy server, in this case their bluecoat server.
Or you could deploy the bluecoat proxyclient - this will then forward all web-traffic from the client machine, whether it is located on the company network, or if a work machine is taken for home use etc.
Cheers
Mike