"I just got a trial washing machine from my local department store, can PRTG wash my clothes?"

No is the short answer (to your question and mine). Squid (and front ends for squid) will give you all the reports you need.

You can, if you wish, setup PRTG to alert if a user go to certain sites. But again its not the right tool. It can even show you the number of pages visited (with lots of custom scripts). Again Squid has tools that do all of this.

PRTG does not store any data except historical values (numbers), It cannot store lists of data.

If you are starting our, try to get PRTG to monitor the interface traffic usage on pfsense, it will tell you if your users are using too much traffic.