365 defender proxy .... what is a proxy?

Johnson, Eric 21 Reputation points

While never used a "proxy", I thought of them as forwarders. I associate them with web traffic where inbound/outbound is routed by them.

Thing is .... the documentation at https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/configure-proxy-internet?view=o365-worldwide
speaks as if I know how to set one up a "proxy" and configure it.

Third party sw? a inbuilt service in windows needing installing?
How to only allow defender traffic and nothing else (as computers are not meant to be on the internet.

Windows 365 Enterprise
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