Your doctor, generally your Ob-Gyn, but your regular doctor can do it too... needs to do a blood panel. They will check your various hormone levels, and your glucose levels. There are symptoms that you might see, such as absent or really irregular periods, hair growth on the face, chest or stomach, adult acne, exhaustion for really no reason, mood swings (more than normal), depression... and the list goes on. There is tons of great sites with information about PCOS.
I really like all the information that insulite labs has on their website. I don't use their products or methods they sell, but found their site to be full of some of the most useful information out there for PCOS suffers.
http://pcos.insulitelabs.com/PCOS-Self-Test.php