Check them for what? There are at least 15 parameters that might be interesting to check. The fact that you don't have any idea what to check suggests that you don't have the instrumentation to do so either.
The Yellow Pages or equivalent in your country is probably a good place to start. Any Electrical Engineering shop will be able to check them for you. If you're just after a functional test to see if they're currently working, we'd just assemble a simple rig and monitor voltages and currents over the operating range. Might be enough to provide you a pass/fail determination, but as IRstuff says, there's plenty more stuff we could "check".
Again, what are you trying to determine? I'm not sure what LiteYear would charge to "just assemble a simple rig and monitor voltages and currents over the operating range," buy I'll bet dollars to doughnuts is more that you're going to pay. Moreover, doing a 600V VBCEO test is a non-trivial task, if you want to make sure you don't kill the part.
If they're like the transistors on the old Bridgeport CNCs then they did fail in a way that could be measured with an ohm meter. I forget which terminals and whether the failure showed high ohms or low ohms. You might want to check the Bridgeport forum at