hola;

it's relatively simple to point a browser to your proxy.

1) first - make sure it's running.

then just point your browser at

http://localhost:3128/
[download]

and you will be done.

2) as many as your machine can take. and it also depends on how many conections you expect.

3)ermmm, you can stop your server by hitting ctrl-c, or killing it using kill, etc.

i'd read this Re^2: write a small Perl HTTP server if i were you.