Methods, server and proxy agent for dynamically setting up a session between a target resource in a private network and an application on a device

An object of embodiments of the present invention is to establish a secure connection from a device to a private network, to which the device belongs, when the device may be located remotely from the private network. This is achieved by locating a server in the private network while reusing existing authorization mechanisms in the network. A target resource is in this private network and a device located outside the private network can access the target resource by using the server and a proxy agent which intermediates a request from the device by using a one time session URL.