im bought a new server machine and it came suprisingly with Windows Server 2008. I want to use this machine for several purposes: SQL Database, backup system, and a forward proxy for my private network. Can Windows Server 2008 handle this? The feature i need is mainly logging: I need to know what user accessed what net ressources. How would i do that?
As a general answer, it can handle this. For logging internet access, you would need to install and configure proxy software; it doesn't come with anything built-in. There are many options - there's ISA (now Forefront Threat Management Gateway 2010) from Microsoft, there's other free and commercial options.
Now, whether or not it's appropriate for a single server to be doing all of this is going to be specific to your situation - the client load for the proxy, expected utilization of the SQL server (and certainly RAM management - by default, SQL uses almost all of your RAM), etc. For all but the smallest of environments, I wouldn't run all of this on one server. But hey, maybe you want this for a very small environment.
As a side note :
This is troubling in at least 2 ways. You don't want to be surprised by what you buy; you want to know what you're paying for. Also, why would you be surprised by ordering a server and finding out that it comes with the latest server OS from Microsoft?