I've done a few on others vehicles.
All the various computers and 'nodes' around the car need to talk to each other, and accept each other. A proxy alingment tells them all to accept each other. This is used when components are changed, or when communication is lost for some reason.
As an example, a friend replaced a complete door on a Croma. As window switches and locking are contained in the door, there is a 'node' in it. From that moment, all functions worked, but the mileage was flashing. A proxy alignment sorted that and all is working well since.
A proxy alignment will not fix any causes. They need to found and fixed first.
There is always a risk with this sot of thing that communication will be made worse, hence the warnings given. I've not seen the warning above, but the code can be obtained from your Fiat dealer. They charge for this, anytihng from £15 to £50, so be prepared to shop around or negotiate. Need to supply proof of ownership.