A proxy server is basically a server, which is used for the purpose of seeking client resources from other servers. It can be used for the purpose of:-
1. To improve corporate and institutional security.
2. Carry out sensitive works anonymously.
3. To balance traffic due to which your server doesn't crash.
4. For faster speeds and bandwidth saving.
If you are using torrent for downloading purpose then you will not only a proxy server, you also need a seedbox, which is a private server that only used for the purpose of downloading.
You can get it from that organization, who deals with the proxy server. You will have to choose the best server for better security.
the proxy server acts as the middle man among you and the worldwide network. In an easy word, a 3rd person among your laptop and internet connection to prevent the attacks, vulnerabilities, and backdoors.
More importantly, the proxy server acts as the firewall or proxy, provide shared connections, and cache info to speed up the shared network. SSL/TLS certificate from your hosting provider. Make sure, the internet facility provider has SSL/TLS certification to provide the safe data transaction from your web browser to the company server. If you do not have a secure connection, you can get this from https://www.theemailshop.co.uk/