Karthiga,
See, if a file is created then best way is to do it with FTP only. But as you mentioned you have a limitation on FTP port being enabled the other way is to take the help from the ABAPer and write a code which will pick the file and push the data via proxy to PI System and you can schedule a batch job to run this program periodically.
If you have any other scenarios using Proxy as sender then you can refer them else you can search SDN for sender proxy configuration and usage.
Regards
VJ