If you don't know what is a proxy, please read proxy_server article on the Wikipedia firts.
This article is about proxy usage in the Synapse library.
Can be used for any communication protocol based on this socket types.
Protocols can use any proxy what is supported by underlaying socket.
This protocol have special handling of HTTP/HTTPS proxies. Do not set HTTP tunnel on the socket. Use properties of THttpSend instead. Synapse select right proxy mode itself:
FTP protocol is very unfriendly on proxy and firewall support. TFtpSend class have very versatile support for special FTP application gateways. See the documentation and sources comment about this.
Many HTTP proxies can act as FTP gateway too. You know it - type FTP based url in your WEb browser and you got document. For this feature you ash HTTP proxy by HTTP protocol and proxy send data to you as HTTP reply. When you need to use this proxy, then you must use THttpSend.