You can use
netstat -ap | grep google
To see open connections to google.
However, keep in mind that a lot of websites uses no keepalive or short connection timeouts...best thing to do is to use a utility such as iptraf to monitor connections in real time, especially if you are trying to figure out whether or not your http traffic is being proxied or not.
If you just wanna see if you can get say www.google.com
through proxy, write a script to use wget to get what you want.
Hope this helps.