I know what a proxy is, and the basics of how they work.
What I was wondering is, what is different in a request that goes through a proxy?
I know when I configure Firefox I simply configure the proxy in a dialog. When I program in python I can use an environment variable.
If I am programming in an environment that doesn't already have support for a proxy, how do I connect through a proxy? Is there an extra header added to requests? Is the protocol slightly different?