You can / should test it periodically, but only for a couple of seconds. Leaving it on for long periods will draw the battery down very quickly, and worse-yet, will burn-up the electro-magnet's that activate and hold the brakes.
To test, hook up as if you were going to pull the trailer, just pull the removable plunger on the break-away switch, put your vehicle in drive, and see if the trailer moves when you take your foot off of the brake.
2014 RAM 2500 Laramie 4x4 Quad Cab w/Cummins Turbo Diesel, 2009 Rockwood 2607, and 3 'yaks!
300W of Suntech Solar, a Rogue MPT-3024 Controller, and a Xantrex PW2000 Inverter