An administrator would surely block all CONNECT ports on the proxy server (e.g. squid) that are non-relevant for the university (and blocking would surely include all known file sharing ports). However, certain ports will possibly be open for CONNECT use in addition to HTTPS, like IRC, ICQ, SSH, ... So you might be able to find a servent that is running on one of those ports. But in other cases, you simple won't have the chance to connect. The easiest way to find out what the proxy's policies are is to have a look at its configuration file.