How to get a feedback that something connected to an Arduino is working?
To expand on Juraj's answers, tackle this question from the user's point of view. What does all things are working mean for them? Does the temperature you read from a sensor have to be within .2C of a reference value? The stepper has to move a thing from defined positions A to B?

Based on the answers to questions like this, which is sort of a black-box testing approach, think about how to obtain reference values, then write tests in your Arduino to check if they are met. You might have to move your system into a defined testing stage first, like move the steppers to a defined starting point, then go test.