Proxy server (shortly - proxy) is a computer program that is activated on connection to a certain port of a computer (they also say it "bind" to certain port). As any other computer program it has many settings which allow it to disable access to certain places, cut off adverts etc.

What proxy can

While using GET/POST method (regular surfing the web):

While using CONNECT method (visiting "https://..." sites, building proxy chains, port mapping through proxy etc.) or using SOCKS proxy:

What proxy cannot

Resume: proxy server is a computer program, so as any program it has its own merits and demerits. If administrator tuned a proxy and forgot about it then proxy server always can be bypassed. Otherwise, your attempts to bypass proxy server are always a battle with sys admin and all your solutions are temporary - until administrator find and close just another "hole".

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