You could check a lamp a couple ways.. one is to directly hook it up to a battery.. battery-positive to one headlight terminal, and negative to the other.
On a low and high beam lamp, there may be 3 terminals. One terminal would be the common ground, and the other two would be for low and high beam.
Or put a ohm-meter on it (a multimeter set to "resistance" or "ohms"). If the element is good the meter will register a few ohms or will indicate continuity. If it's no good, the meter will register infinite resistance.. an "open circuit".. no continuity..
Search the net for basic uses of a multimeter on a vehicle.. HEREs ONE break>