A proxy server serves as an application that acts as an intermediate between the internet and your computer. The Socks proxy is known as in 2 versions. They are the SOCKS4 and SOCKS5. Socks4 supports TCP protocol only, and socks5 supports TCP / UDP protocol, also supports various authentication mechanisms and other protocols. The standard port is 1080.
For SOCKS5 proxy support both UDP and TCP, so the socks5 can be used on multiple applications such as Email clients, p2p torrents file download, Skype and online gaming clients, and that is the most different with the HTTP(s) which only support HTTP requests to surf websites.