Can someone explain what are the proxy settings and how do they work? or What are the proxy settings

Proxies are like wearing a disguise online—your traffic looks like it’s coming from somewhere else. Proxy settings just tell your device how to wear that disguise.

Handy for privacy, getting around geo-blocks, or even just avoiding throttling.

To tweak 'em: Windows: Settings > Network > Proxy. Mac: System Prefs > Network > Advanced.

Or skip the hassle and use a VPN like ExpressVPN—way simpler.