a proxy server is a server (a computer system or an application) that acts as an intermediary for requests from clients seeking resources from other servers.
proxy servers are used for sharing internet connection on a LAN, speed up internet surfing, hide IP address, bypass security restrictions and filters, etc.
proxy servers cannot be blocked to particular websites. But it can be used to access IP restricted or Geo restricted websites. You can check the change in your IP address by having an IP lookup at http://www.ip-details.com/