You can download it from the command line using wget or from the gui using a webbrowser.
If you are able to successfully reach websites, then the Squid proxy is working correctly and allowing web requests.
One filtering method used by Dans Guardian is to check whether the web site being visited is listed in categorized blacklists.
These are lists that are generated either automatically by computer programs (robots or spiders) or by humans.
Now that Squid Guard is installed, you will want to download a blacklist of websites and domains that you can block with Squid Guard.
You can find more information at Squid Guard and where to find blacklists.