I am sending data to XI using file adapter and writing data to other system using file adapter.I have requirement that when file is receieved by other system then I have to send data to R/3 using proxy.What steps I have to follow to do this scenario using BPM.
You can have a your scenario like this...
Sender(file)->BPM->Receive step->send step to file receiver(you can request for a transport ack here for file)->Transformation Step (to map from source(file) to proxy structure)->send step(to invoke proxy)->end
Apart from this you need a additional mapping if your source and target file formats are different.
regarding acknowldgement file adapter only supports transport acknowledgements. If you need application acknowledgement then you need to have a build functionality for the same.
Refer note 821267 (question 6) for more info on file adapter acknowledgements.
Also make sure that your R/3 is set up for proxy communication and proxy has been generated in the application system.
You also need to configure your ID with receiver determination, interface determination, communication channels, agreements etc...
Check this for server proxy..