How does it work? An except taken from their website explains it all
ANSWER: When a user launches Ultrasurf, the tool automatically discovers the best available proxy servers from our global server pool and connects the user to it via an encrypted tunnel. In this process, the user's IP address is hidden from the websites visited, and their communications are securely encrypted. This allows users to circumvent surveillance and overcome blocking and censorship.
After a few days of using it, I noticed that I have to keep refreshing the connection, sometimes Ultrasurf's health status is not good and the internet connection goes off. You will have to do a bit of tweaking, that is to change the proxy settings in the "Options" menu to automatically detect proxy setting instead of using the default proxy setting provided by Ultrasurf