To install the mod proxy follow the steps

cd /home/cpapachebuild/buildapache/apache_1.3.31/src/modules/proxy/

or

cd /home/cpeasyapache/src/httpd-2.0.63/modules/proxy
Then run command:

/usr/local/apache/bin/apxs -i -c *.c
Add the following module to the httpd.conf to load proxy module

LoadModule proxy_module libexec/mod_proxy.so
And then restart the Apache service:

service httpd restart

or

/etc/init.d/httpd restart
You can check proxy module installed or not on your server by using following command.

/usr/local/apache/bin/httpd -l | grep proxy