Proxy server and client in D5

I want to write an proxy server and client application, but don't know where
to start from. Need advice for examples with source code and texts
describing
such development. It should work similar as any other Proxy server with an
specific connection to known host from an existing application, must debug
the HTTP request and response and after that do this same thing without the
existing application.

Please do not post helps on HTTP protocol or so, but the Proxy working logic
resourced are welcome.

Bonus question: where is the NEWT Intranet ActiveX component which
has an Help file named "Intranet ActiveX Online Help" in the D5 Enterprise
version?

Thanks in advance.