In the study of data networks the proxy cache operation is an issue which is not studied in depth, and it is assumed that the student already knows. A caching proxy server intercepts HTTP requests from customers, looks for the object in its cache and returns to the client if it was found, otherwise the cache proxy server asks the source server and saves a copy in its cache before sending it to the client. This paper presents a methodology applied in the construction of a cache proxy server, which consists of five stages: preliminary studies, problem analysis, solution design, implementation and testing; the five stages were controlled by the managing projects methodology. The developed tool was built using agile software development methodology and best practices of software engineering so that anybody can study it and extend it adding new modules or components.