Use Proxy as Main Connection?

In the internals in the Network and Call settings in connections it has multiple options now if you go into these files such as the Browser it has an option for a Proxy address what might this do?? if I change it will it brick my phone?? also in the static Ip and Static DNS what are these, I may sound like a broken record but I just want to be able to use things without having to go to a proxy every single time. also what is the Network Mode, order, and service domain for??