@Simranjit Singh Thanks for reaching out and apologies for delay on this.
Generally when you create a session policy under CA app control, it allows you to have a control over user sessions by redirecting the user through a reverse proxy instead of directly to the app. From then on, user requests and responses go through Cloud App Security rather than directly to the app.
When a session is protected by proxy, all the relevant URLs and cookies are replaced by Cloud App Security. For example, if the app returns a page with links whose domains end with myapp.com, the link's domain is suffixed with something like *.mcas.ms, as follows:
App URL
myapp.com
Replaced URL
myapp.com.mcas.ms
This method doesn't require you to install anything on the device making it ideal when monitoring or controlling sessions from unmanaged devices or partner users.
The URLs are always modified at the cloud access broker level (reverse proxy) so it indeed just work as a proxy between users device and the app servers where app server talks to the proxy and the the proxy takes care of everything else.
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