The majority of previous answers have said ASK QUESTIONS and I would like to reaffirm this with more emphasis:
ASK. QUESTIONS.
As stated, it is expected of you - you are new to the system, new to the language and new to the environment. You've been told to ask so you should have no fear about it.
That said, I do understand the hesitation - it's hard, with people, systems and semantics that you don't understand yet to be completely surrounding you, and expecting you to know even the right questions to ask. I've been in the same position of crippling fear that is hindering me from doing my work. So the purpose of this answer is to try and help you to know what to ask and how to ask it.
Write things down
As you're going through code and you're not sure how something works, make a note of it. Write down the actual question you would like to ask. Often when I've done this, it has led me to think of potential solutions to the problem, and I've ended up not needing the help after all. Of course that's not always the case, but can happen. When you have a specific problem in mind, the solution for it might suddenly seem a little clearer.
Collate your questions
Once you have a good list of questions, read through them all and look for connections. Is this question related to this one? Might the answer to this question impact the outcome of this one? Know them inside out, and drill down to exactly what it is you want to know. It may seem like a daunting task initially, but when you really focus on the subject of the questions themselves you will hopefully be able to identify what exactly it is you're unsure of.
Make a note of all the things you've tried to solve problems, or all the different ideas you have about understanding the system - they will be useful later when you're explaining your thought process.
Approach the right person
Look at the people who are available to help and try and decide who will be able to answer these questions best. Is it a manager, a team member? Sometimes this is hard to identify when you're new to a working environment, but do your best - it might be worth asking an initial question of, "Who should I ask about this?" to be directed to the right person.
Once you have someone to ask, make it known what you want to ask about and specifically ask for some time, something like: "I have some questions about this application. Would you mind coming over to my station for about fifteen minutes so I can run them by you?" By doing this, you make your intentions very clear, and you've indicated to them that you require their direct attention for a little while. It means that they can clear a bit of time for you and focus on the task at hand.
Ask the questions!
You should have all your notes and any research that you undertook written down - that research will be handy if they ask you any follow up questions, like "What have you tried so far?" It's very good to show that you're competent enough to have looked into the issue, at least. If you were on the wrong track, that shouldn't be a problem - they'll be able to set you right.
Run through the questions in as structured a fashion as you can. This will help you to keep focused and not miss anything out. I find it useful to have a machine nearby with the code or system in question available, so that if they want to demonstrate something you don't have to go looking for files or snippets.
And try your very best to relax: this person has come over to help you so it's clear that they are encouraging you to ask questions. Be sure to thank them for their time, too.
That's the long and short of it. You will have to ask questions at some point, so better to do it sooner rather than later. Better to (worst case scenario) feel a little bit silly now for missing something obvious than spending weeks looking incompetent because you don't know what you're doing... because of missing something obvious.
It is hard. It can be embarrassing and belittling, especially if you feel like you should be doing better, but it will do you so much good down the line. And I am very confident that once you are on more solid ground, you will feel so much better about your work. Hope it goes well!
NB: One final point - don't compare yourself to your colleagues. It never does anyone any good. See yourselves as a unit focusing on achieving a task, and I guarantee that you will feel happier and more fulfilled.
