Some panels have a test button. Otherwise, just plug into the monitor (MON) jack; the LED should blink for a few seconds and then stay on. Other LEDs on other panels in the same circuit should blink as well and then stay on as long as the jack is plugged.
If the LED fails to light remove it and check for voltage between the BATT terminal on the panel and the ground in the LED socket. If okay (-48 VDC for example), replace the LED.