A proxy server is an intermediary server for client requests seeking resources from other servers. When you send a web request, it goes to the proxy server first. The proxy server evaluates and sends the request to the web service on your behalf and then collects and forwards you the response from the web server.
In other words, a proxy server allows client computers to make indirect network connections to other network services. If you use a proxy server, client computers connect to the proxy server for resources such as web pages, games, videos, e-books, or any other resources available on various servers over the Internet. You can use a proxy server for Internet access control and to honor security firewalls.