Hi Phil,
Find an open space - a car park will do - and drive in a circle, slowly, at full lock, noting the feel and sounds and especially how the back of the wagon behaves.
Then, do the same with difflock engaged. If it is working, you should notice a substantial difference as the wheels skip (the differential, which allows them normally to turn at different rates, is locked remember) as you turn.
If there's no noticeable difference, then ... well, I think you get the picture!
Hope this helps
Kathy