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Href prefix - Reverse proxy? Rule?

Hi, I am trying to create an “Events” site by Webflow, which will be a part of a main site created and hosting somewhere else.

And I would like the result like this:
Main site:
“Events” site hosted by Webflow:

I think the “Href prefix” feature will can do the job:

And it says:

  1. Install a reverse proxy on top of your web server. You can use nginx, node-proxy, or rails-reverse-proxy, depending on what web server you use.
  2. Create a rule that proxies all requests to and* to your Webflow subdomain,

I do not quite understand these two lines. Would someone please explain a bit further?