How to check if a Firmware Password is enabled in OS X?
Apple uses their own boot loader, which only boots OS X, so I am not entirely sure what you mean by secure boot. 

However, I assume you are asking how you can tell if a Mac has been secured with a firmware password. To find out, simply try to boot the Mac into anything but the normal OS X boot process. Try using an external boot volume, recovery mode, single user mode, verbose mode, target disk mode, resetting the PRAM or any other alternative booting approach. They will all trigger the firmware password window. 

Failing to enter the correct password won't do anything. The machine just wont boot. Even if failed, it will probably still boot into your normal OS X install, but I havent tried that. 

Please note: The term "firmware password" on Macs can also be referred to as "Open Firmware" or "EFI passwords".