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Check the "Web Proxy (HTTP)" checkbox, then on the right side in the "Web Proxy Server" text field enter " 127.0.0.1:4444". On the left side there will be a list of protocols with checkboxes next to them.
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If you want to change the system proxy settings, open Preferences, go to Network, select your Network connection (in my case that is Wi-Fi), click on "Advanced" in the bottom right corner, then click on the "Proxies" tab. So this is good only for a quick try of I2P, not for everyday use. That is not good because while you can certainly change the system proxy to use I2P, you will not be able to browse the clear web until you change it back. Unfortunately, Brave does not let you change the proxy settings for the browser instead it uses the system proxy settings. I just installed Brave for the first time ever to see if it's going to be easy to configure it for I2P.
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