The CONNECT method is used to establish a network connection to a server using an intermediary proxy server.
When a client sends a CONNECT request to a proxy server, the proxy server opens a TCP/IP connection to the specified origin server and relays data between the two endpoints.
This is often used to establish a secure SSL/TLS encrypted connection to a remote server, such as when accessing a secure website.
After the connection is established, the client can send requests and receive responses directly from the destination server through the secure tunnel created by the proxy.
Once the client is done with the connection, it can send another CONNECT request to the proxy server to close the connection.