What is a proxy
In computer networks, a proxy server is a server (a computer system or application) which acts as an intermediary for requests from clients seeking resources from other servers. The client connects to the proxy server, and request some services, such as a file, connection, web page, or other resources available from another server and the proxy server evaluates the request as a way to streamline and control the complexity. Agents were invented to add structure and packaging to distributed systems.  Today, most of the agents and dealers on the Internet, and facilitate access to content on the World Wide Web and provide anonymity.
What are the benefits of using a proxy?
There are some countries or companies that withhold some of the sites to prevent the Customer from entering them. Many of the companies are blocking Facebook site within the company so that employees do not distract from their work does not distract them with him and there are many countries T are blocked many websites such as pornographic sites, but is not limited to use a proxy to overcome this block only, but it has other uses such as privacy and protection.
May be I saw an ad for a site about preventing other sites from keeping the so-called cookies on your computer which files you save your data such as user name and passwords and the State or any data requested by the site you who shall have stored in files called cookies do not even ask you this data again, but the summoned from these files. This may take advantage of sometimes tracking or spying, and this site, which is doing the declaration prevents save these data on your device that is, the type of protection and privacy, but there are some programs like CCleaner program can delete these files easily. What is the benefit of using the proxy permission?
Is not the invention of the proxy basically just skip blocking websites but has been invented for protection and hide your identity on the Internet. In the following picture show How are you connected sites from your PC.