The same way that any other computer gets information from a server. The proxy just acts as a client making a request to the server, and when the server responds, the proxy sends the data back to its client (you).
Web proxys allow you to surf the internet without someone being able to trace what sites you've visited. They can also be used to hide from parental blocks.
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Web proxy:- A web proxy is...
Proxy servers are useful for serving Internet pages, so for example if a user request the same page more than once they the proxy has cache of that page and serves your browser. Another thing is that...