Do we have proof of that? I mean Trump asking for Hillary's emails.
I know that it's pretty probable that the whole DNC/DCleaks was done by a well known foreign power, but that doesn't mean Trump asked for it or know about it beforehand, right?
No, the request was sarcastic, it was for Hillary's 30,000 emails that she deleted from her personal email server as being "not work-related", the ones from well before the campaign. The sarcastic request was made right after the July DNC leak (the DNC primaries shenanigans). It was not a request for Podesta's, or any other DNC operative's, emails. Since the DNC leak had already occurred, and since Podesta's emails had already been hacked (but not yet released), it's not as if Russia (if it's certain they're behind Guccifer 2.0 and the Podesta hack) needed Trump to ask (sarcastically or not) for more DNC or HRC material before they'd go looking for it.
Since Hillary stated repeatedly that she (her lawyers) deleted the 30,000 emails, if Russia could "find" them at all, it would mean that either Hillary lied and had them backed up somewhere, or that Russia was in possession of them long before Trump jokingly asked for them.
You're quite welcome! The election and the aftermath has had the curious result of making The Onion headlines look almost indistinguishable from real news, so if unless you put some serious effort into following what happens it's pretty easy to not be able to tell what things are people joking about terrible events and what actually happened.
I know that it's pretty probable that the whole DNC/DCleaks was done by a well known foreign power, but that doesn't mean Trump asked for it or know about it beforehand, right?