Several ways
  1. Use a serial communication Hserout/Serout/Debug etc etc
  2. Use a LCD
  3. Use a ICD (Microchip ICD-2, or Mecanique ICD which come with MicroCodeStudio Plus)
  4. Use a simulator (MPLAB Mpsim, Proteus etc etc)
  5. no pun intended... use your brain

HTH