Every website has some addresses on the back of their face. One of those addresses is its proxy. Basically proxy is set and given by the networks to the website. Proxy is the number given by the network which is unique. Names of the webs can be same but the proxies will never be the same.
User surfing on the net may not see the proxy of the website and may not seen their ip addresses. The server is the machine which holds and controls all the data traveling within its defined range.
Server is the controller of all the other devices sharing and surfing on the internet within its range. Server controls that which webs will be banned to the other user and which data should not be deleted and which data will be shown and which will not. In other words it is the server where you set the proxies of the website which are controlled through it.

When the user enter the name of the website which is for him or her is the address of the website; their request send to the server of the network through which they are connected it checks the proxies and then access to the site and open it for the client.
The main purpose for making the proxies of the web addresses and the servers is that; some data is very secret for some nations or some other which will not be leaked on any condition but the user of that data may be spread all over the world so by giving the proxy of that web to the server it can be banned to the other user and right of access are given to the specific usre so that the web and its data will not be leaked and the information are given to those which are permitted by the server.