well.. Which linux distro you have installed ? Mostly all linux distro comes with Mozilla web browser. You can start it just by clicking its link when you are on GUI ie . running linux graphical mode.
Now to use proxy server provided by your college, in your mozilla, goto Edit-->preference-->connection settings . there u can give ur proxy server and port.
BTW.. before doing all that make sure your computer is connected to their lan properly. to do so you can use graphical utility , just like windows to set ip address etc.
