What is a proxy server?

Sock5 Proxy Server:
The proxy and the proxy server communicate with each other through the "sock4/5 proxy protocol" (For details, refer to the RFC documentation ). The sock4 proxy protocol can be said to strengthen the HTTP Proxy protocol. It not only acts as a proxy for the HTTP protocol, but also acts as a proxy for all external connections, without protocol restrictions. That is to say, as long as you connect to the outside, it will give you a proxy, regardless of what protocol you are using, which greatly makes up for the shortcomings of the HTTP Proxy protocol, this allows you to use many network software that cannot be used by HTTP proxy. (For example, OICQ, MSN, and other software) The sock5 proxy protocol has modified the previous version and added support for UDP proxy and identity authentication. It is not a "protocol proxy", so it will proxy all connections, regardless of what protocol is used.
HTTP Proxy:
HTTP is the most widely used communication protocol for information transmission over the Internet. Some local networks impose restrictions on the Protocol and only allow users to access external websites through the HTTP protocol.