have you gone through the mrtg website?
OK here's a short summary. With mrtg you can plot a graph almost anything but only two items/graph. It is mainly used for plotting bandwitdh, cpu usage, etc etc. MRTG needs snmp agent ( but as I said you can plot almost anything if your script can supply alues to mrtg).
First you need to make a list of what you want to plot. For example, bandwidth from your proxy, or your linux machine cpu usage or your router's bandwitdh. To allow mrtg to extract values, the devices must be snmp enabled. If they are not then you can write a script to extract those values and feed it to mrtg.
Say for eg: you want to plot a graph of system resource usage of your linux box. You need to configure net-snmp first, set the community etc etc. Test if you can do a snmpwalk.
Now you should run your cfgmaker script and it will query the snmp agent and create a config file. But this cfgmaker makes a really basic file of bandwidth usage. You have to customise mrtg.cfg to plot other graphs like cpu, memory etc etc. You need to find out the MIBS from snmp agent .. For eg: cpu utilization would be in .220.127.116.11.4.1.2021.11.9.0 .
You need to read up on snmp first and then mrtg. It is pretty exhaustive.
hope this helps