Hello,
The difference between the script manager and the script manager proxy is that the proxy can be used on nested elements in order to provide script manager features to those elements. Keep in mind that a script manager must be present in order to use
a proxy. Consider this scenario: You have a master page with a script manager on it. Then you have a page that uses that master page and you need access to the script manager. You will have to add your proxy on the page, and any script registrations you
do on your page via the proxy, will be reflected on the script manager instance in your master page at runtime.
As far as concerning web configuration files, you can add additional files to subdirectories, in addition to your root directory. Keep in mind that subdirectories will inherit configuration from any parent, unless the setting is overriden. You could
also create locations in your root config file and provide specific settings you would like to change for that page/service/handler/folder.
I hope that helps.