It's a very versatile word and can be used in a variety of situations, like:
* Asking for something: "Proszę o kubek kawy" (Please, I would like a cup of coffee)
* Offering something: "Proszę, weź ciasto" (Please, take some cake)
* Expressing gratitude: "Dziękuję, proszę" (Thank you, you're welcome)
* Getting someone's attention: "Proszę pana/pani" (Excuse me, sir/madam)
It's a very common and polite word in Polish, so you'll hear it used frequently.