If you go to the MSD website, there are instructions on how to test it. From memory, you need to connect a 12V supply to the thick red lead and Earth the black lead. Connect the Orange and black leads to the coil and hold the HT lead from the coil about 1/2" from a good earth and then touch the white lead to earth. When to pull the White off earth you should get a spark from the end of the HT lead to earth. If it does, it's working. If it doesn't, check the website to confirm that what I've said is right.
Paul