Share v2rayN's proxy with other LAN devices

Enable LAN listening

In Parameter settings, tick Allow connections from the LAN. v2rayN's http/socks ports (10809/10808 by default) then listen on 0.0.0.0 instead of only the local machine.

What other devices enter

Find this PC's LAN IP (e.g. 192.168.1.10). On the phone's Wi-Fi proxy settings, set it to manual: server = that IP, port = 10809 (HTTP). On the same Wi-Fi they share it.

Allow it through the firewall

Windows Firewall may block inbound connections; the first prompt should be answered "Allow", or add an inbound rule for v2rayN by hand. TVs and consoles are the same — just set an HTTP proxy.