To use the Tor proxy:

1. Download the Tor "Expert Bundle": https://www.torproject.org/download/download.html.en
2. Unpack the files to a folder named "tor" (as of v0.3.3.7 tor complains otherwise)
3. Run tor in a console window (runs on port 9050 by default)
4. Route all your SOCKS5 traffic through 127.0.0.1:9050 (configuring your Network Settings will be a good start)

Your computer is now a client of the Tor network. Your traffic will be relayed through the Tor network and then enter the world wide web.

The Tor settings are kept in a file called "torrc" somewhere in your config directories. (e.g. %appdata%\tor on Windows, /usr/local/... or /etc/... on Linux)

You can now visit onion sites, such as: http://uj3wazyk5u4hnvtk.onion