What? Being watched? Nope, they normally track internet traffic through a proxy server to log who is visiting what for how long etc. You cannot track this as an end user.
It is also perfectly possible to view somebody elses screen without them knowing it. It is down to how the programs are configured but we have numerous tools to check in on somebody without them knowing it. Whether it is ethical or not is another matter.
For user assistance, our support guys use a tool which lets the user know that somebody is joining their PC, it lets them know when they have left again and makes everybody feel like they have some privacy.
My advice, dont do anything on your work PC that you dont want somebody to know about, it can all be tracked and logged very easily should anybody feel the need.