An easy way to tell if it's working is to 1st visit a site like these while not using anything, to learn your native/home IP address:
https://smart-ip.net/
Or
http://whatismyipaddress.com/
Then, try it with your proxy enabled. You should see a new IP address listed--not your home's.
Also, a good proxy (or VPN) should still show "Not used / Highly anonymous" while you're using it.
If properly configured those types of sites should not be able to tell you're using any kind of proxy/VPN.