I am using a Proxy for example UltraSurf, if I try to open a URL in my web browser, obviously web browser is going to send this information to my Proxy, then Proxy is going to communicate my Gateway.
So my gateway or firewall will know which URL I am trying to open? if no then how proxy hides this thing?
Updatedd - More details:
To be clear I am talking about Proxy Application running on my system. For example UltraSurf. So this proxy application which is running on my PC will obviously be using the gateway which I have mentioned in my LAN Adapter. So visually,
Browser (application on my PC) -> UltraSurf (proxy application on my PC) -> internet
What UltraSurf does is, it starts listening on a port for example 4545, and it changes the Internet Explorer Proxy setting and set Proxy Server to 127.0.0.1, port 4545
Which is showing that whenever I will put a URL in internet explorer address bar, the internet explorer is going to ask Proxy Server to open this website. At this point the proxy server is an application which is running my PC, so it means browser is asking the application to open the Web page.
Now this application is going to go to the internet using my Gateway mentioned in LAN Adapter.
The question is -> is it directly communicating with the website which is mentioned in Internet Explorer browser, or is it going to communicate its own server and that server is going to open the website?