|The answer depends on whether the server is set up to log your activity. ( If this is in a work environment you can bet your activity is being logged and any attempt by you to access/erase those logs will come with consequences)|
Even in a simple Lan with a router providing direct internet connection without a server, your web activity can be logged ( depending on the router ) and those logs emailed to a nominated administrator.
You might also be interested to know that your history is logged internally in more than just the history,cache & cookies. Windows also creates a file called Index.dat that contains information on every URL you visit and this file cannot be deleted by normal means. Then there are the logs kept by your ISP.
Everything you do can be traced. So. bottom line. If getting caught accessing certain sites from your system will have negative implications for you then stop doing it.
Goin' Fishin' (Some day)