An HTTP proxy is a web proxy that allows users to connect to the Internet through a proxy server.

HTTP proxy works as follows:
 

1. The user sets the address and port of the proxy server in the browser or other application.
2. When a user visits a website, the browser or application sends the request to the proxy server.
3. After receiving the request, the proxy server will forward the request to the target website.
4. After receiving the request, the target website will send the response back to the proxy server.
5. After the proxy server receives the response, it will forward the response to the user.
 

HTTP proxy is a powerful tool that can help users bypass firewalls or geographical restrictions, hide users' real IP addresses, optimize network performance, and protect user privacy.

However, when using HTTP proxy, users also need to pay attention to its security, speed and compatibility.