I would like to know if there is any difference between the concept of "proxy" and the nodes (also known as relays) that make up the Tor network. I mean: Are the nodes proxies themselves? If not, what's the difference?
Think about it this way:
Nodes are other computers that bounce your internet connection all over the world
A proxy is the service that your local copy of Tor or Tor Browser provides that you use to access the Tor network.
The proxy is your door to Tor. The node are the stops along the way from you to your destination.
If you want to help the Tor network, you can create your own Node, that is, you can add another stop for other people to use. This strengthens the Tor network by making it bigger and more secure. The local door that you use (the proxy) is only on your computer.