How to check if a GSM module is working or not?
Power it up and check the 'status' light.  If it blinks with a 1 blink per second cycle, it is attempting to connect to the network.  If it connects, it does a slow blink at 1 blink/3s, it made the network connection.

I don't know if your board does an auto-power-on, but you might need to push the power button or reset button.