You can ask your Internet Provider for your internet history and they can give you the internet history.
So for example if you're a kid and your parents want to know what you're downloading then they may have the ISP or internet service provider send them a hard copy of the stuff you're downloading or what you're doing on the internet.
Even if you hide from the internet through use of a Proxy the ISP still knows it's you downloading the files so if you're downloading something illegal through the ISP they can still send you a letter to stop downloading the files.
Most times though the ISP does not care what you're downloading and will not look into it unless you're suddenly downloading huge files.
Then the ISP may investigate and send you a warning letter.
Also if a Judge orders the ISP to send them copies of your internet history then the ISP will do so.
The ISP can see what you're downloading and doing and what sites your visiting but as long as they are legal sites then they don't really care what you're doing.