They are all proximity. You mean you are switching over from inductive to capacitive sensor? Those are adjustable, i.e. the 6-36v kind, there is a little tiny screw on top that will adjust sensitivity.
I have not seen an installation yet where the LED is not on all the time, and then gets brighter as it gets closer, hence ‘proximity’. that is just how they work. The LED on when supplied with power lets you know that it is working.
Italo is correct, there are several ways to wire them. Not all will require resistors, it depends on your sensor and on your board. But research first, not after you plug things into it. A fried board sucks.
Loads of information here, read all the pages and figure out which board/sensor combo you are dealing with to figure out how to wire it.