There is a weapon proficiency feat; it grants you proficiency with any one weapon of your choice, regardless of what kind of weapon (simple/martial/superior) the weapon is.
If you use a weapon you are not proficient with then you do not receive its proficiency bonus to attack rolls (the character builder is buggy about this and will often show you receiving it, but the rules clearly state that you don't get the bonus if you're not proficient). Nothing reduces this penalty; you could be proficient with every single weapon except one, and you would still not get the bonus for that one weapon.
There are three issues here, I think: Keywords, the two different kinds of proficiency, and permission by omission.
But before I go into those, a word: As always there are explicit features/feats/enchantments which break the rules, and that's why we call D&D an "exception-based" system: it deals in rules which apply universally unless (until) exceptions are made, so there is no need to enumerate the possible exceptions. We simply assume the rule unless told otherwise in a particular instance.
If a power has the
weapon keyword, and only if the power has the
weapon keyword, does a weapon enchantment (enhancement bonuses and other features) apply to that power. Ditto with the
implement keyword and implement enchantments.
Proficiency and the Proficiency Bonus
"Proficiency" means that you've had training in the use of a weapon or implement, but mechanically it means totally different things whether you're talking about a weapon or an implement.
Weapon Proficiency and the Proficiency Bonus
Proficiency with a weapon means that you can add that weapon's "proficiency bonus" to attack rolls. Only weapons have proficiency bonuses, they only apply to powers with the
weapon keyword, and they have nothing to do with whether enhancement bonuses can be applied (see below for that bit).
Implements, Enhancement Bonuses, and Permission by Omission
You need to be proficient with an implement in order to add its enhancement bonus to attacks and damage with implement powers. You do not need to be proficient with a weapon in order to add its enhancement bonus to attacks and damage with weapon powers, but you don't get its proficiency bonus to the attack roll. (In either case, you can only add the enhancement bonus of one item at a time to an attack unless you have a rules exception which says otherwise.)
I arrived at this conclusion because the magic implement rules say you need to be proficient for the enhancement bonus, but the magic weapon rules don't. Permission by omission is sloppy, but has solid precedent.
Yes! You can use a superior weapon without a proficiency feat.
The +2 or +3 proficiency bonus is what you get for being proficient with that weapon. So if you use a weapon without proficiency you don't apply the bonus.
From Weapons MM283
So why is proficiency important:
4e operates on a pretty narrow margin. The difference in being proficient and not being proficient is pretty significant. it's 10-15% less of a chance to hit every swing. That adds up, if you're dealing on average, 20 damage on average and monsters have 80HP, and your chance to hit is 80%, reduce that to 65% and you're now dealing 16.25 and killing a monster in 5 rounds instead of 4. That means your taking one more hit every battle and dying that much quicker.
Note that implement proficiency works differently, you can't use an implement if you're not proficient in it. This is a bit of a difference and comes from the fact that implement attacks primarily target Non-AC-Defenses (NADs). Instead of giving them a bonus, monster defenses are lowered (NADs are typically 12+level of monster where AC is typically 14+level of monster). The math works out about the same here with heavy and light blades (typically +3) getting a one up on everyone in exchange for a bit of damage.