Question

what is the difference between the proxy server and the web server?

Answer 1

A proxy server acts as an intermediate between the proxy client such as your web browser and the destination The website you want to visit and
A web proxy can used for on a web browser (chrome, firebox,opera)like any other website and no additional setting are needed

Answer 2

Proxy server can never give you content on its own. Usually they just act as an intermediate b/w you and the real web serer.
Web server usually have data like every website you see is hosted on a computer like apache tomcat/ Apache HTTP server.