A proxy is a component that wraps another component and exposes the wrapped interface. This definition doesn't make much sense. Why would anyone want to add another layer of indirection (another wrapper) and expose the same wrapped interface? They would do this simply because a proxy doesn't guarantee that each call of that interface will be forwarded to the wrapped object. It is entirely possible that the proxy will generate the result internally or execute something else (introduce a side effect) before or after calling the wrapped interface.
When you are accessing the web from inside a business environment, the traffic usually flows through a http filtering and caching proxy. This software catches all http requests generated in browsers and other applications and then decides whether it will forward a request to the target site, return the result from the...