Yes, you can. Just tap the slider in the Hue app to see if the lights are on or off. You can also visit the Hue website and log in to ‘My Hue’. You can see the status of all your lights here too.
If you have switched off your lights with the switch on the wall or you have, e.g. pulled out a floor light, of course, we cannot say what your lights are doing, but we do let you know that we can no longer communicate with this light via a small warning icon. In this case, you can always use ‘all off’ to make sure all lights are off.