A service proxy or simply proxy in WCF enables application(s) to interact with a WCF Service by sending and receiving messages. It's basically a class that encapsulates service details i.e. service path, service implementation technology, platform and communication protocol etc. It contains all the methods of a service contract (signature only, not the implementation).
A client application uses the WCF client proxy to communicate with the service. Client applications usually import a service's metadata to generate WCF client code that can be used to invoke the service.
The basic steps for creating a WCF client include the following: Compile the service code. The proxy provides the same operation as service contract, but also provides additional methods for managing proxy life cycle and the connection to the service. Proxy contains all the information of the service like Address, Binding and Configuration so that client knows how to communicate with the service. What security policies he has to follow and all whatever is dictated by the service to work properly.