How to apply proxy policy(transparent mode) on doamain users with Fortigate 64vm???

In my system, active directory and fortigate 64vm run on hyper-v server 2012 r2. AD is liniked with LDAP in Fortigate. And poll the  AD Server with polling AD server type in single sign-on server. And create fortigate user with fsso in user definition. But when the policy is defined on proxy policy with domain user, it cannot affect anything or no blocking web sites. What about that? And why? I want to know whether what is wrong. Please answer me what to do. Please...