This is an old revision of the document!
You will take a speed hit and you don't get full access to the user's hardware and networking, but that's the price you pay. You can't do direct socket/UDP access, but it is still possible to do networked games with some work arounds. If you need to read files/data from a web page, you need to setup the server itself to allow access. Annoying, without this, people could basically DDOS any site by getting a lot of people to simply open a webpage.
The good news is getting your Proton SDK based games to export to HTML5 is very easy and only requires setting up the makefile and maybe a couple lines in your App.cpp file.
From time to time, you should probably update the SDK to make sure you have the latest version. (at this time I'm using 1.34.1 64bit)