How connect a client app to server app, passing through a third app hosted in a VPS (Virtual Private Server)?

I have a client > server application where are estabilished connections using Socket components (TClientSocket of client connects to TServerSocket of server). Now i wish that clients connect first to a third application (a kind of "bridge of connection" or "repeater") that will run in a Windows VPS and must direct this clients connections to server application running on server pc. Example:

Probably (i not sure) this kind of "bridge of connection" or "repeater" that will running on VPS can be similar to server application that will run on server pc, but i not know how connect and make the managment of connection/desconnection and the send/receive of data between these three applications. Someone could say me how this could be made of a simply way and if possible also give a code example about this?

Below follows code of client and server (server that will run on server pc), this is all that i have until now.

Client:

uses
  ScktComp;

type
  TForm1 = class(TForm)
    ClientSocket1: TClientSocket;
    Timer1: TTimer;
    Label1: TLabel;
    procedure ClientSocket1Connect(Sender: TObject; Socket: TCustomWinSocket);
    procedure ClientSocket1Connecting(Sender: TObject; Socket: TCustomWinSocket);
    procedure ClientSocket1Disconnect(Sender: TObject; Socket: TCustomWinSocket);
    procedure Timer1Timer(Sender: TObject);
    procedure ClientSocket1Error(Sender: TObject; Socket: TCustomWinSocket; ErrorEvent: TErrorEvent; var ErrorCode: Integer);
    procedure ClientSocket1Read(Sender: TObject; Socket: TCustomWinSocket);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.ClientSocket1Connect(Sender: TObject; Socket: TCustomWinSocket);
begin
  Label1.Caption := 'CONNECTED';
end;

procedure TForm1.ClientSocket1Connecting(Sender: TObject; Socket: TCustomWinSocket);
begin
  Label1.Caption := 'CONNECTING...';
end;

procedure TForm1.ClientSocket1Disconnect(Sender: TObject; Socket: TCustomWinSocket);
begin
  Label1.Caption := 'DISCONNECTED';
end;

procedure TForm1.Timer1Timer(Sender: TObject);
begin
  if not ClientSocket1.Active then
    ClientSocket1.Active := true;
end;

procedure TForm1.ClientSocket1Error(Sender: TObject; Socket: TCustomWinSocket; ErrorEvent: TErrorEvent; var ErrorCode: Integer);
begin
  ErrorCode := 0;
end;

procedure TForm1.ClientSocket1Read(Sender: TObject; Socket: TCustomWinSocket);
var
  s: string;
begin
  s := Socket.ReceiveText;
  if s = 'CMD' then
    Socket.SendText('Hello, here is Client: ' + Socket.LocalHost + '!');
end;

end.

Server:

uses
  ScktComp;

type
  TForm1 = class(TForm)
    ListView1: TListView;
    ServerSocket1: TServerSocket;
    PopupMenu1: TPopupMenu;
    SON: TMenuItem;
    SOFF: TMenuItem;
    SCMD: TMenuItem;
    procedure ServerSocket1ClientConnect(Sender: TObject; Socket: TCustomWinSocket);
    procedure ServerSocket1ClientDisconnect(Sender: TObject; Socket: TCustomWinSocket);
    procedure ServerSocket1ClientError(Sender: TObject; Socket: TCustomWinSocket; ErrorEvent: TErrorEvent; var ErrorCode: Integer);
    procedure SONClick(Sender: TObject);
    procedure SOFFClick(Sender: TObject);
    procedure SCMDClick(Sender: TObject);
    procedure ServerSocket1ClientRead(Sender: TObject; Socket: TCustomWinSocket);
  private
    { Private declarations }
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.ServerSocket1ClientConnect(Sender: TObject; Socket: TCustomWinSocket);
var
  Item: TListItem;
begin
  Item := ListView1.Items.Add;
  Item.Caption := IntTostr(Socket.Handle);
  Item.SubItems.Add(Socket.RemoteAddress);
  Item.SubItems.Add(Socket.RemoteHost);
  Item.Data := Socket.Data;
end;

procedure TForm1.ServerSocket1ClientDisconnect(Sender: TObject; Socket: TCustomWinSocket);
var
  Item: TListItem;
begin
  Item := ListView1.FindCaption(0, inttostr(Socket.Handle), false, true, false);
  if Item <> nil then
    Item.Delete;
end;

procedure TForm1.ServerSocket1ClientError(Sender: TObject; Socket: TCustomWinSocket; ErrorEvent: TErrorEvent; var ErrorCode: Integer);
begin
  ErrorCode := 0;
end;

procedure TForm1.SONClick(Sender: TObject);
begin
  ServerSocket1.Active := true;
end;

procedure TForm1.SOFFClick(Sender: TObject);
begin
  ServerSocket1.Active := false;
end;

procedure TForm1.SCMDClick(Sender: TObject);
begin
  if ListView1.Selected = nil then
    exit;
  ServerSocket1.Socket.Connections[ListView1.ItemIndex].SendText('CMD');
end;

procedure TForm1.ServerSocket1ClientRead(Sender: TObject; Socket: TCustomWinSocket);
var
  s: string;
begin
  s := Socket.ReceiveText;
  if s <> '' then
    ShowMessage(s);
end;

end.

EDITION:

This ask was solved with help of this question/answer. Thank you to @afarah by point to right direction (proxy server) :D.