A proxy server is a dedicated system that acts as an intermediary between an endpoint device, such as a laptop, table, phone, etc. and the internet from which a client is requesting a service. The proxy server may exist in the same machine as a firewall server or it may be on a separate server, which forwards requests through the firewall.
NOTE: In order to access proxy configuration, you must be on firmware version 2.5.3 or later. It is not available on prior versions.
Configuration: