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Ah! Don't worry, we have no intention of boring you with a lesson on reverse proxies — we're sure you've been through that till all your IPs got released. However, you do need to have a clear understanding of UAG and the actual flow of information between various components so you can figure out where best to inject your own stuff.
At the heart of UAG is its main component, the WhlFilter.DLL, which is an ISAPI filter and extension. When you install UAG on a Windows Server, it plugs itself into IIS, meaning that every UAG-related request that passes through this IIS server gets handled by our DLL, and that's when the magic happens. The UAG management console acts as the interface between yourself and the complex backend configurations that get applied when you hit the activation button. Once committed, your configurations are what control how the ISAPI filter behaves in terms of processing requests, headers, content, and the overall security characteristics.