I'm not sure whether it's a very smart move to download some free application in order to manage your proxies. Lot's of proxy providers already have their own API.
Application Programming Interface - a thingy which let's you to use the program - access it's "backend", a blunt example which is not completely accurate is this: you're playing a video game, a shooter so whenever you click a left mouse button in order to shoot from your https://en.finevpn.org/ - a request is being sent to the "backend" of the videogame which is processing your request and algorithms that are in charge of physics of the game get activated and send a response.
So in the end, what's better: vpn or proxy? I don't know much about either. I only heard about proxies recently. I need something more for security, so my data doesn't get spread around.
Hate to break it to you, but if you've ever been online, your data's probably already out there somewhere. But yeah, it's cool that you're still thinking about how to protect yourself and stay safe. I still have some doubts about proxies, because I don't know if they really keep your data safe or if they just change your ip address. But in this article https://rus-linux.net/press-reliz/2025-05/Proxy_server_provides_privacy.html it says that proxies do provide some level of security. Maybe that info will be useful for you.
Application Programming Interface - a thingy which let's you to use the program - access it's "backend", a blunt example which is not completely accurate is this: you're playing a video game, a shooter so whenever you click a left mouse button in order to shoot from your https://en.finevpn.org/ - a request is being sent to the "backend" of the videogame which is processing your request and algorithms that are in charge of physics of the game get activated and send a response.