I am learning PHP and I wanna do the same thing as that website above did (It is a proxy server)

This is what I was told basically it did

Server recieves GET request >>
Server handles GET request >> [Server connects to Roblox, with the page of userid (id)]
Server identifies the container with the player's blurb >>
Server strips all formatting and returns the plaintext

"Roblox" is the game (game where you script and a script on roblox sends a get request to the server)

Player's blurb is well, a player's "status".

At the end of that link, if you type in the ID of the player profile of the "roblox" game, you come to the player's blurb in plain text.

It's like that server contains the game's whole data...

How was this done?