Load balancer - how to write one for a custom application?

I wrote a simple server application that will run on multiple computers.

My question is, how does the network load balancer work?

I heard about cyclic and other algorithms, but to what I have not received an answer, how does this actually happen? In terms of sockets.

Does the client connect to one of the load balancing machines, request the "free-to-connect-to" server, and simply connect to it?
This is the easiest way I can think of.
.. or does he use a load balancer as a proxy (which implies that all NBs must always be connected to application servers and data is transmitted through them)?

This is a more general question. How do you do this?

Thanks everyone!

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There are several ways to download application balance. Some of them are physical devices that are located between your router and servers; some of them are based on software with a small amount of code that runs on each of the load-balanced devices.

Microsoft has load balancing built into Windows, which is software-based. It is pretty good and easy to set up.

However, I will consider the physical route.

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