Proper nouns should be distinguished from proper names.
A proper noun refers to a single word belong to the word class of 'noun'. For example, both Minnesota and Harvard are proper nouns. In general, you may not put the definite article before a proper noun.
On the other hand, a proper name is the whole noun phrase that may or may not include a proper noun. For example, both The University of Minnesota and Harvard University are proper names.
As a general rule of thumb, try to use only the proper noun part of the proper name and see if the proper noun part alone can mean what the proper name purports to mean. If it can, then you cannot use the definite article for the proper name. If not, then you must use the definite article.
For example, Harvard alone can mean Harvard University, so you cannot use the:
She went to Harvard.
She went to Harvard University.
*She went to the Harvard University.
Also, Minnesota alone cannot mean The University of Minnesota. So, you must use the:
She went to Minnesota. (She went to the state of Minnesota.)
*She went to University of Minnesota.
She went to the University of Minnesota.