A given proof must be made up of true statements. Those true statements may themselves be proofs (that is, they themselves have been proved based on other statements). However, as you dig deeper, not every true statement can have been proved, and there must eventually be some statements that were not proven. These statements are not proven because they are assumed to be true, and these are called axioms.
For example, the statement "A straight line can be drawn between any 2 points" is an axiom. The statement is clearly true, and there is no further way to break it down into more explainable or provable steps.
