A proxy, in its most general form, is a class functioning as an interface to something else. The proxy could interface to anything: a network connection, a large object in memory, a file, or some other resource that is expensive or impossible to duplicate.
Proxy can be useful for accessing to large files or graphics. By using a proxy class, you can delay loading the resource until you need data from that. Without the concept of proxy class, an application can be slow and less responsive. Hope it helps.