what is proxy and how it works

[yoganand_i]

what is proxy and how it works explain me in simple way to answer in interview

[cstueckrath]

Proxy server - Wikipedia 

In computer networks, a proxy server is a server (a computer system or an application) that acts as an intermediary for requests from clients seeking resources from other servers. A client connects to the proxy server, requesting some service, such as a file, connection, web page, or other resource available from a different server and the proxy server evaluates the request as a way to simplify and control its complexity.

If you need check point specific information regarding proxies, be more verbose, please.