Testing a coil on the car is pretty easy. No special tools are required. Just remember to be careful, the amount of electricity generated by your ignition system can be dangerous.
If your coil is already off the car, or if you would like a more specific data-driven test, you can bench test your coil. To set up the test, remove one spark plug wire from its plug, then remove the spark plug using a spark plug socket. Next put the spark plug back into the spark plug wire. Be careful not to let anything drop into the empty spark plug hole -- very bad.