Let's view a Wireshark capture for a Web browser that is not configured to point to a proxy server.
Notice in this example the packets are exchanged between 192.168.0.6 (client PC) and 172.217.1.4 (www.google.com).
Configure a Web browser to point to the proxy server. Notice in this example the packets are exchanged between 192.168.0.6 (client PC) and 192.168.0.34 (proxy server).