Your first and most apparent indication that your VPN is working is that your IP address will change and your location will be registered as that of the VPN server you're connecting through. You can check this on a site like whatismyipaddress.com. You'll also want to make sure your VPN is protecting your privacy and not leaking any of your data outside of the VPN tunnel, thus exposing it to your ISP and other entities that may be monitoring your online activity. You can check for leaks by going to a site like dnsleaktest.com or ipleak.net. If your location is being registered as the VPN server location, and your leak tests turn up negative, then you know your VPN is working to protect your privacy.