Lemmy has it’s own build in webserver and you need to proxy to it using another webserver, such as nginx. You could also use Apache with mod_proxy or any other webserver that does proxying.

Fyi, you can still run other websites, even if you proxy Lemmy. It’s just another virtual host, but instead of pointing to a directory, you point to another webserver (Lemmy’s).

EDIT: and yes, you should definitely proxy. Lemmy doesn’t do SSL. Any reason why you wouldn’t want to run a web proxy?