"He" is a pronoun, not a proper noun. It's a word that stands in for a noun, but it doesn't have a specific name.
To give you an example:
* He is walking down the street. (This is a pronoun)
* John is walking down the street. (John is a proper noun)
If you want a proper noun that refers to a male person, you need to provide more context. What is the name of the person you're referring to?
For example, if you want a proper noun for "He is the best student in the class", you could say:
* John is the best student in the class.