Proxima Centauri is the name of one of the three stars (!) that make up Alpha Centauri. Alpha Centauri consists of Alpha Centauri A and B, which are a close binary star system, and Alpha Centauri C, which is gravitationally bound to A and B. Alpha Centauri C is closest to Earth, and is therefore often referred to as Proxima Centauri.
Joshua Stone tells the story of a german man, Horst Fenner, who claims that he had a UFO encounter, while travelling in the Amazon jungle in Bolivia in 1976. He was approached by two caucasian blond men who told him they were coming from a planet that circles Centauri Proxima.