If you hold the key to the left for 30 seconds or more, does the pig tail on the dash glow red? Does the tractor start?
I key the glow plugs, pull the decompression knob, wait until I see the pigtail glow, then I let it turn over for a number of seconds. I do this while using the decompression so that some oil pressure will build up before combustion- it's just what I do, and I'm sure someone has a varying opinion about it. I release the decompression, with the throttle set a little above idle, and it fires up. If I don't wait until the pig tail glows, I usually have to cycle the glow plugs a second time. Mine starts like that every time, regardless of how cold.
Knowing the cycle and the fact that it starts, I know my glow plugs work. I have had no reason to test them, nor do I know how (since I haven't had to). I'm sure someone will chime in with information on how to test them with a meter.