Can someone explain what is proxy settings and how do they work? or What is proxy settings and why wo

Proxy settings are like a detour for your internet traffic. Instead of going straight to a site, you take a scenic route through another server.

For setup, it depends on your OS. Mac? System Prefs > Network > Advanced > Proxy.

Tools? Squid is great if you’re techy, but honestly, most people just use VPNs now.