A proxy is a an application program that acts as an intermediary for requests from browsers seeking resources from other servers. A browser connects to the proxy server requesting a file, connection, web page, or other resource, available from another server. The proxy server may filter traffic by IP address, port or protocol then it provides the resource by connecting to the destination server and requesting the service on behalf of the client browser. A proxy server may optionally alter the client's request or the server's response.

For a detailed explanation please visit: Proxies Explained