Hi Liz
My name is Andre Da Costa; an Independent Consultant, Windows Insider MVP and Windows & Devices for IT MVP. I'm here to help you with your problem.
A proxy is an intermediary between your Windows 10 PC or device and the Internet. This server makes requests to websites, servers, and services on the Internet for you.
Its more necessary in an organization with large networks of computers.
For home use, there might be use cases, but not for a standalone computer.
Are you getting an error message?
Also see: https://www.dummies.com/computers/operating-sys...
Note: This is a non-Microsoft website. The page appears to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.