True, I don't doubt they can if they wanted to, simply look for connections to known Tor nodes (of which there is a list). So long as I don't bother using a bridge node of course.
As for being fired, I don't think it's that strict. The company policy is aimed at blocking people from posting the company's slides on Slideshare, using icons from icon sites without a license (some icon site is also blocked) or pasting sensitive data on Pastebin by accident. As long as I don't do these things, I am not violating corporate policy, while I do need some of these sites to do my work.
If they make shitty policies that apply to the people who don't know what they are doing as well as to the people who do know what they are doing (or even need some of those sites), they can expect people to work around it. Rules are to be followed within reason. And if people are that strict, I don't want to stay in that company. Even as a student I'm asked to do work enough times that I don't doubt I could switch jobs in a matter of weeks.