It's not that easy. Obviously there's a big difference between someone connecting to your network, and connecting ONLY to your network. If you have internet access enabled on your network, and someone connects to it, they will normally by default just go to their usual homepage, courtesty of your proxy server.
To do it without a lot of work configuring your network isn't simple. You'd have to override their dns settings, assign them a restrictive netmask (eg 255.255.255.255 won't allow connections to other networks, it will restrict traffic to the local segment) . . .
That's assuming I have understood the question correctly.