At its simplest, a proxy server is a layer sitting between a local-area network (LAN) and an external network such as the Internet. Proxy servers came about to meet several needs.
They enabled several machines to share a single Internet connection by accepting and forwarding requests from client applications.
They could regulate, allowing or disallowing certain communications with the outside world, such as through site filtering.
They could conserve bandwidth and increase network efficiency by caching content for repeated local delivery.