A proxy server is usually not installed on your computer. It runs on a separate computer on the network, and the network is configured so that your computer is forced to go through the proxy server.
To tell your computer to go through the proxy server, you have to enter proxy settings in the Store Manager for PrestaShop preferences.
HTTP proxy server is a proxy, allowing working on the Internet with HTTP. It (as well as other proxy servers) can carry out caching of the information downloaded from the Internet.
Note: With an HTTP connection, the IP address of the client machine is necessarily transmitted in order to get the information back. This allows a server to identify the source of the web request.
Any web resource you access can gather personal information about you through your unique IP address - your ID on the Internet.