Follow the set up instructions that should send noise into each of the five speakers so you can adjust the levels to be equal where you sit. That will tell you all the speakers are working.
Play a movie that has a lot of bass and surround sound. Bluray disc would be the best option.
Play some music.
You are listening for any distortion or noises that are signs that there is a problem. If you play the system louder than it can handle you will hear distortion.