Get good AV, use a firewall, and be skeptical of things you download and links you click on.
I'm using Windows 8 with the standard Windows firewall turned on, and
I've scanned with malwarebytes without finding anything. Am I at risk?
Anytime you connect to a network with other users, there's always a risk. That risk is decreased with the use of firewalls, AV, and a generally skeptical mindset regarding all sites you visit and things you download. To quote the X-Files... Trust No One. Don't click on suspicious links, or download unknown files from the Internet or email. If you do download anything, scan it with a well-known AV. Alternatively, you can upload it to Virus Total to see what other AVs have identified in that file.
What should I do now? I've been using my bank, Facebook, email etc.
The reality is the Internet can be appear to be slow at times. Think about where you are. At a college when everyone is coming back to school. Bandwidth may experience congestion and appear slow at times -that's probably normal. If you really want to test it, go to a local coffee shop or Internet Cafe when there's low traffic, or test the school network at a time when there should be low usage (i.e., 6am). If your computer functions as expected, chalk the slowness up to congestion.