The best way to look at and understand TOR is to think of it as a bunch of mirrors and a laser. Your computer is the laser and points where you want to go, and typically, as with an anonymous website, it's a straight line. Now, since it's a straight line, it's clear as day to see where the light is coming from and where it's going. A proxy adds a mirror between your computer and the destination, even though it adds a bit of interference it's still relatively easy to see the source of the light. With TOR several mirrors are added which make it much more difficult to find the source of the light. That light is your IP address, it is clear that in terms of security it seems like a much more viable option. To make things even better, TOR is free, so essentially its free protection, combining it with an anonymous website that hides cookies is a great duo. TOR also has many other hidden services that make it a great program overall. TOR as a proxy only requires launching and then you will be able to use it