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What is a proxy?
Proxy acts as a gateway between the user and the Internet. This is an intermediary server between the end user and the website they visit. Proxy servers offer different functions, security, and privacy depending on your needs or company policy.
If you are using a proxy server, Internet traffic will flow through the proxy server its way to the address you requested. This request will then return to the same proxy server (there is an exception to this rule as well), and that proxy server forwards the data received from the website to the user.

What is a proxy for?
Speaking in specialized language, it's a bit confusing. But understand roughly to change the IP to access the network only.