A proxy server is an appliance that is situated between a local area network and the Web, or another part of the local network. All packets that are originated from a computer behind the proxy server are terminated there, then re-originated and routed to their location. If the proxy decides that the request being sent violates a rule, it won't method the request.
Likewise, inbound packets are terminated at the proxy server, then re-originated to their location computers in the LAN. One time again, the proxy provides rule-based filtering and can cease inbound traffic that violates its rules.