There is no publicly available url for SLED updates in the same way there is for openSUSE or Ubuntu because SLED is something you're supposed to buy a license for. Novell make the initial release available as an iso image to anyone who wants it, if they also make the updates available to anyone who wanted them then they're effectively be giving away their product.
The way you get your machine configured to receive updates is to register it as Malcolm describes.
The proxy part I don't know about. I've seen Novell published information on getting updates whilst behind a proxy server for SLED/SLES 10, but the update mechanism is different in
SLE 11 so that info isn't relevant. You say that other Internet access works - is this because you configured a proxy in YaST, or does it 'just work' without you needing to do anything? If you haven't set a proxy in YaST, try doing so.
Assuming that you have bought a license for SLED 11 then I believe that entitles you to support so you could ask Novell who will presumably be able to tell you the answer. Though if you're working with an evaluation license I don't think you get support.