in that context a proxy is like a business (or a friend) that acts like a middleman in terms of shipping things. Like let's say that a business doesn't send products to Australia, I can send it to a proxy which will send it to me.
Pretty helpful, just look around and ask for good proxies as I'm not to sure about the best ones and read the terms and conditions, very important that as they might not refund you for things like fake items.