how to use proxy in http request ?

hi
i want to use a proxy application on 127.0.0.1:9666 with my Http request, but i'm not sure how ?
is this correct :

Code:

http://127.0.0.1:9666/http://www.google.com

also in server side how the header process ? for example is the host field equals to 127.0.0.1 or google.com ?
and another question is there an application that listen on port 80 and show me the Http request headers ?