Proxies are a major requirement for web scraping, and without them, a web scraper would get blocked after a few attempts. All of the data collectors described above require them but who is to provide the proxies depends on the tool.
For the data collectors for coders such as Bright Data, ScrapingBee, andScraperAPI, these tools handle proxies, and as such, you will not need to add proxies. However, for the likes of Helium Scraper, ParseHub, and Octoparse, you will need to configure proxies.