In the documentation, i have found a store instantiated like this:
var store = Ext.create(\'Ext.data.Store\', { autoLoad: true, model: \"User\", proxy: {
Actually you are correct - it will use the same url as for reader.
Proxy is a mediator between your model/store on a client and your server code on another side. Readers are used for reading data and you could configure stuff like formatting, specify root etc. Writers are in charge of save/update requests to the server.
Check this article: http://edspencer.net/2011/02/proxies-extjs-4.html