Question

i have a class that uses a proxy class inside to call a service that provide data. of course if the method create the proxy inside there is a problem to test that class. do you think that the proxy should be given in the constructor even if it can be created inside without “knowing” ?

Answer 1

You should provide class dependencies to class via dependency injection (constructor, property, parameter). That makes your class testable and allows to mock all those dependencies.

UPDATE:
Inject service proxy:

class Foo
{
   private IServiceProxy _serviceProxy;
   public Foo(IServiceProxy _serviceProxy)
   {
        _serviceProxy = serviceProxy;
   }

   public void Bar()
   {
       var staff = _serviceProxy.GetStaff();
   }
} 

Btw consider to hide information about proxy from your class. E.g. implement by proxy same interface that actual service has and provide IService to your class.

UPDATE2 (gateway):

All our domain needs – to get some staff. So, we define interface:

interface IStaffService
{
  Staff GetStaff();
}

Our domain class (your tested class uses only this interface and does not depend on web services, proxy creation and other infrastructure concerns).

Next create Gateway (see definition on Martin Fowler site) for your service:

public MyServiceProxyGateway : IStaffService
{
    public Staff GetStaff()
    {
       var proxy = new YourProxyType();
       proxy.X = value;
       proxy.Y = value;
       var response = proxy.CallActualServiceMethod();
       Staff staff = new Staff();
       staff.Value = response.Something;
       return staff;
    }
} 

Your code now completely unaware about all this infrastructure communications. And you use handy interface GetStaff instead of CallActualServiceMethod.