The Proximity Server is a core component of the Internet of People architecture. If you are not familiar with IoP, the Proximity Server itself will probably make not much sense to you. If that is the case, it is highly recommended to explore IoP first before you start with the Proximity Server. See the IoP architecture post linked above and then possibly continue with more articles about IoP.
Are you interested to run the Proximity Server software on your machine? See Installation file on how to proceed.
To get more information about Proximity Server's internals, check out Architecture Overview. This is a must read for anyone considering joining the development of the Proximity Server itself.
If you want to develop a client application (or a server in a role of a network client) that connects to the Proximity Server and consumes its services, you will be interested in Introduction for Developers of Client Apps.