put it in blocks at the axle, engage it in 4LO, put it in gear, go around and see if all tires are turning. see if you can stop any of them by grabbing them. If you can stop one side and the other still spins, it is not locked.
there's probably an easier way...
ps. make sure it is blocked good and secure.. cause it if falls while your doing this. it's going to take alot to stop it.