zohocrm-csharp-sdk-2 - Only works through proxy server?

zohocrm-csharp-sdk-2 - Only works through proxy server?

The configuration of the sdk asks for :

 * Create an instance of RequestProxy class that takes the following parameters
  * Host -> Host
  * Port -> Port Number
  * User -> User Name
  * Password -> Password
  * UserDomain -> User Domain
  */

Are users required to set up a proxy server for calling ZoHo API with the sdk?  
I was under the impression that csharp-sdk wrapped the http client and made calls on api endpoints.