Bridge is a way to connect two separate network segments together in a protocol itself. Packets are forwarded based on the Ethernet address, not the IP address (such as routers). Because the packet forwarding done at Layer 2, all protocols can be via a bridge.
So the analogy is like this, you have a local network 192.168.0.0/24 gateway to an ADSL modem router with a reply as well as local ip 192.168.0.254 and public ip 2xx.1xx.2xx.2x.
You want to create a proxy server and Mikrotik as a Bandwidth management for all clients. Well want to put the location for the Mikrotik PC? Among the hub / switch and the gateway / modem? Do not be like him as a NAT and we must add a block of private io again different from the gateway modem?
Mikrotik solution set as a bridging, so seolah2 he only bridge between UTP cabling only. Topology as follows:
To configure your wireless bridging can see this article How to Setting Mikrotik Wireless Bridge