How do I setup a proxy? Need a step-by-step guide! or How do I setup a proxy correctly? Help apprecia

Thanks so much for all the help, everyone! I tried the Windows method and got it working with a free proxy from Geonode.

But now I’m wondering—how do I know if the proxy is actually secure? Like, can it still leak my IP? Also, any tips for testing if it’s working right?

Appreciate all the advice!